So after search around a bit (thanks Patola), I found some information but still unable to get it to run. Here's what I found so far:

"Enable FM Transmitter"
/usr/bin/fmtx_client -p 1

"sample of script to run Media player + radio1_bergen file"
dbus-send --print-reply --dest=com.nokia.mediaplayer /com/nokia/mediaplayer com.nokia.mediaplayer.mime_open string:"file:////home/user/MyDocs/.sounds/radio1_bergen.ogg" (thanks to Morten-Christian Bernson - found via google)

"Location of Playlist I want Media Player to open"
/home/user/.mafw-playlists/17 (Use openssh for the first time to find the playlist, awesome app..don't know why I never try this app...so much better then the phone file browser...anyway, found my playlist saved under the file "17". Right-click to edit it and all my songs are there. PC software I used to connect to openssh was WinSCP as recommended by the website nokia900applications)

So I combine the sample script with my files (/home/user/.mafw-playlists/17). It open media player as it should but media player doesn't know how to play the file "17". I am not really sure what else to do as I have mentioned in previous post that I don't really no jack *****. If I close media player, it will loop again trying to open the file.

So if you are just interest in having media player play the same audio files over and over again, it is possible to just create that script but I want the playlist. Hope you guys out there (who actually knows these things) can help me. Thanks.