Found the bug..
/At risk of receiving further flack for my taste in music (like I care) I present to you a screenshot of my M3U playlist maker in action. I'm not saying it's perfect, but it works, and it does what I want it to (so - OK, it is perfect).
Anyhoo, if you want to see how it works, make it better, colour in all of the letter "o"s in the text, or perhaps even use it, you can find it on GitHub here.
Oh, and the bug from yesterday. Very simple. I'd forgotten to get the text out of the TextBox when forming the for the playlist.
string fullFilename = currentDrive + playlistName.Text + ".M3U";
Turns out the ".Text" part of the statement above is really rather important. Otherwise it just gets the string that describes the TextBox, which doesn't make for a very good name for the file.
Finally, if you've not heard of the "Bonzo Dog Doo-Dah Band" then you really should take a listen.