Hi Crispin,
Yes you will need to create a playlist if you want to copy only certain tracks to your USB stick.
From your post it sounds like you are not currently using the Web User Interface (Web UI) to manage your B2 ?
Is the B2 connected to your home wifi network ?
Although you can do pretty much everything , including creating a playlist and copying it to a USB stick , by using only the Brennan B2 remote and the front panel, it is much easier and visual using the Web UI.
To access the Web UI you will need to type the network address (IP address) of your B2 into an internet browser on the device you normally use to access the internet, PC, tablet etc.
This link from the Brennan website explains
Post again if you need more help
John