Playlist problem please help

I've had my phone for a couple of weeks and love it.   But I'm having a problem with playlists that drives me berserk.

I started out by transferring music to the phone's internal memory.  Created a playlist out of all that music--it was a set of music I wanted available in one playlist.

I then purchased a 4GB MicroSDHC card, and used drag/drop to transfer folders of music to the phone.  In each folder I selected all the mp3's there, and then right-clicked/Create Playlist to create a playlist of all the music in that folder.

I did this for about a dozen folders.

The problem I'm having is...this works like a dream.  All the playlists show up on the phone...until I turn the phone off.  When I power the phone back on...ALL the playlists are gone.  The music is still there, but the playlists are all gone.  The playlist FILES themselves are still there--examining the folders in Windows Explorer shows that--but the phone no longer detects/adknowledges them.

HELP!  PLEASE!