For whatever use it may be:

1. click 'Tools' then 'Options'
2. then on the left, click 'Portable/Audio Devices'
3. then find your Galaxy S 2 in the list, whichever one you transfer music to, and click 'Configure'
4. then at the top of the new window, click 'Options' tab
5. then on the left click 'Playlists'
6. and finally, put a check in the box 'Use Linux folder separator ('/' instead of '\')'

this made my playlists show up in the default music player on my Galaxy S 2 skyrocket =D

Hope this helps!!!

btw here's a link to a screenshot to help out: http://img846.imageshack.us/img846/7738/musicplaylistsfixmm.png