say u want the playlist of songs from #1 to #10, first go for the albums view, say u have 3 songs in some X album n u want song number 2 to be in ur playlist.
play any song in the album n then remove song 1 and 3 from now playin list (which u can do it by click+hold on that specific song). now u have only song number 2 in now playing so u can pause the song and go back to albums n go for "all songs" view n by doing click+hold on ur chosen 10 songs u can add them to now playin.
when u r done addin just save the list.
or u can connect ur mobile to ur pc n install ovi player n create playlist from pc n then move them to ur n900 (just like with itunes player).
hope this helps