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Update to newest version 2.5, it works fine
Click all "YES" to finish it
Read this : http://support.apple.com/kb/ht5919
Currently, playlist is supported, but not perfect, it will be improved, read the playlist section here http://mediaburner.userecho.com

Need more infomation

It should be download success, close mediaburner and open again, try to use some purchased features

Just post the url here, don't send email to userecho.com.