No, not on the Rio, just on my computer. I only have about 500 songs, so it's not a big deal, and I don't need to manage them too much anyway. Besides, what does it matter since they all go on the same playlist in Winamp? I use one large playlist and it works great.

On the Rio, however, I have each artist in a separate playlist, which makes it very easy to find the artist and jump right to a song.