Thank-you all for your suggestions.
I found out that if you use doubletwist on your phone with the desktop version (Didn't know there was a desktop version!), you can sync playlists from Windows Media Player to PC doubletwist which will then sync them to your phone.
I already had the playlists on WMP, so it turned out to be a simple solution!
CURRENTLY: Samsung Galaxy S III (Verizon) SCH-I535
ROM: Changes often
Samsung Note (AT&T)
Samsung Infuse (AT&T)
Samsung Captivate (AT&T)