Creating Play LIst in Windows Media Player
Select library, as you hover over the blue box, you will see a small down arrow, click on it and you will see choices to create play list and create audio list. Haven't use that feture much, but from there you can add the songs you want only and then synchronized them with your player, the list can be modify at will, you can add newones, delete existing songs, depending on the size of your player.
If you have selected WMP as your default picture vierver, the same menu listed above leads you to additional options, if you choose the Library Tab, you can select SELECT FOLDERS TO MONITOR, which shows folders that are currently being track by WMP.
If it automatically added the Pictures and Videos folder, you can unselect those. Or at least the picture folder.
It is better view with MS Photo Galary.
You did not mentioned which OS you are using, But Vista has WMP, WINDOWS MEDIA CENTER, WINDOWS PHOTO GALLERY.
PHOTO GALLERY AND MEDIA CENTER ARE BETTER SUITED FOR PICTURES AND VIDEOS.
I believe, all 3 are available for download at ms site for xp as well.