Well, first of all, you don't need "hel" with a playlist. It'll just burn up. =D
Well, if you can't change the save directory of the playlist, there's only one thing you can do. Get steam.
I know, i know. Steam sucks. That was my very first impression aswell, and my second. But, recently steam has become pretty stable, and complete.
It has become way better then WON ever was. So get steam