I've tried to create a playlist from the computer for my DX50 for the first time. Therefore I've used foobar2000 with wine on Xubuntu.
Default paths:M:\checkout\Prodigy, The - The Day Is My Enemy\02 Nasty.ogg -> did not work
Then I did some tiral and error:checkout\Prodigy, The - The Day Is My Enemy\02 Nasty.ogg -> did not work
checkout/Prodigy, The - The Day Is My Enemy/02 Nasty.ogg -> did not work
external_sd\checkout\Prodigy, The - The Day Is My Enemy\02 Nasty.ogg -> did not work
\mnt\external_sd\checkout\Prodigy, The - The Day Is My Enemy\02 Nasty.ogg -> WORKED

/mnt/external_sd/checkout\Prodigy, The - The Day Is My Enemy\02 Nasty.ogg -> WORKED

/mnt/external_sd/checkout/Prodigy, The - The Day Is My Enemy/02 Nasty.ogg -> WORKED

(as expected)
I only expected the last line to work. That means that I don't have an explanation why your playlist do not work. Maybe the Text-Editor that you've used to edit the playlist saves the file in ISO8559-1 coding instead of UTF8?