So, it’s not about being able to set up static playlists, but about doing it comfortable, right?
You can’t change playlists of remote connections – they’re purely readonly. To do it in iTunes only, you would have to have a setup like Ron describes – having Firefly use the local database of an existing iTunes, where you could use that one… but to be honest, I don’t see any sense in having to copy the xml file over again and again after every single change 😉
I think there was some very early thing in the web interface as well (not linked in the interface yet or something), but it didn’t improve over the past months if I’m not mistaken.