Press F5 to open the dialog, then click "Turn Player On". To add a song you must first press the "Add song to playlist" and select a file from the Directory you selected. To play a song, just double click a song in the bottom list.
Ok, I never got a songs.txt file when I loaded my directory. And then I reloaded it again, I set my dir, then when I tried playing it it said \"/goto no such file\" blah blah