Here is what was said about this:
This is probably caused by the E3000 server having UPnP upload turned off. If that isn’t enabled, then it would have the same symptom since there is no way for the server to store the playlist from TwonkyManager. Unfortunately, there is no way for you to turn this back on unless the server’s config pages are enabled. It sounds like in this case Linksys has disabled them as they did on most of their routers.
I suspect there is a way to replace the server with a full-version of TwonkyServer 6.0, but I do not have instructions how this can be done. Maybe someone else on this forum has done this.