This window is opened from the main window's Settings menu.
Preferences for "Add Songs to Shuffle" dialog
The "Display order..." option controls whether song genres or playlist will be displayed first in the list of genres and playlists. This only affects the order in the list, so all genres and playlists will be available to select regardless which option you choose.
The "... remember last used age limit" option only matters if/when you limit a song selection to new songs added within some number of days. The next time you open the Add Songs to Shuffle window, the default age limit will be the same as your last choice, remembered either as a number of days or as a fixed date depending on your choice here. For example suppose on July 1 you limit a selection to songs added to your collection in the last 30 days, i.e. since June 1. A week later on July 8, the default age limit will be 30 days (since June 8) if you chose to remember the last limit as a number of days; or it will be 37 days (since June 1) if you chose to remember the last limit as a fixed date.
Default repetition frequencies in "Add Songs" and "Frequency of Play" dialogs
This section controls what default repetition values you see in the Add Songs to Shuffle window. You can always set different values at the time you add songs to the shuffle.
Default filename for new shuffled playlist (what's prompted in Save As dialog)
This section has options for assigning the default name for a shuffled playlist, which can include the original song group/playlist, a fixed label, and/or a datestamp. Later whenever you generate a shuffled playlist, you can assign any name you want in the Save As dialog if you don't want the default.
Windows Media Player interaction
Having the box checked to add new shuffled playlists to the Windows Media Player library assures the new playlist is seen when you run Windows Media Player. Otherwise WMP won't know about the new playlist until its background scan for new files gets around to it; or it will never find the new playlist if you saved it in a folder that WMP doesn't monitor. Having the box checked or not makes no difference if you use a program other than Windows Media Player to sync your MP3 player, because there's no need for WMP to know about the shuffled playlist.
The number of stars to use as the default rating for songs you haven't rated, which you set with the spinner or type in, means that unrated songs will have the same repetition frequency as songs rated at that number of stars.
Default format for shuffled playlist
Shaken, not stirred writes playlists in three formats: Windows Media Player's default WPL (Windows Media Playlist), and two versions of the widely recognized M3U format - with the old limited ANSI character set, or Unicode which has all characters. This sets the default in the "Save" dialog, but you can choose a different format in the Save dialog at that time.
If you sync your MP3 player or phone with Windows Media Player or an Android phone's sync software, WPL is the best choice. It's a Unicode format that can handle any letters in file or folder names. Obviously WMP knows how to read it, and most Android phones' sync software expects playlists to be in WPL format.
If you have an iPhone or iPod, select M3U (Unicode) because that's the format iTunes uses.
If you use some other software to sync your player, you'll need to experiment to see what works with that. Try WPL first, because if the software recognizes that you can be reasonably sure it correctly handles Unicode. Second choice is M3U (Unicode), but you'll need to verify that the software correctly reads non-western letters in the playlist's folder names and file names. If you find your software doesn't handle UTF-8 Unicode, select M3U (ANSI); also rename song folders and files that have non-western letters in their names, if you want them to work in playlists.
If you directly copy the contents of your computer's "My Music" folder (including songs and playlists) to the player/phone's "MUSIC" folder, WMP (Windows Media Playlist) is most likely to work. As above, if WPL doesn't work next try M3U (Unicode), and then last choice M3U (ANSI).
Write songs in the playlist as relative paths
This checkbox controls whether the playlist has relative paths like "..\Artist\Song.mp3" or absolute paths like "C:\Users\AcctName\Music\Artist\Song.mp3". In most cases this doesn't make much difference, just smaller playlist files with relative paths.
However this must be checked if you directly copy all the contents of your computer's "My Music" to the player/phone's "MUSIC" folder. If the playlist had absolute paths from the computer, those paths would not exist on your player/phone; relative paths would be the same on both.