Abacus was right. If you want to change the name of an mp3 in WMP you have to go to Explore, find the file, go to properties>summary and change the name there.
Then in WMP you change the name there and it will stay.
Now this applies to Windows 2000 which is what I have in one of my laptops. In my other laptop I have WindowsXP and I didn't have to go to Explore to change the name.
WindowsXP allowed me to change the name in WMP and it worked. I don't know why because in both 2000 and XP I have the same version of WMP which is version 9.

Gary, it wasn't a matter of creating a list, which I've done, it was a matter of changing the name of the mp3.

Thanks for all the help.

Peter