You may find this helpful if you donwload hundreds of short episodes in rm format like me and tired of double-click to open next files.
Very easy. Use notepad to open a new file, type this inside:
file://link to file1
file://link to file2
(type as many as you want)
Close file. Rename it to FileName.rm
Then you`re done!!!!
I put my playlist file here: C:Movies7VNR
And the movie files are in C:Movies7VNRDragonBall
Then inside my playlist file I`ll have something like this: