How do I move a playlist from iTunes to my desktop to move to a SanDisk Cruzer flash drive?

You just copy all the songs onto the flash drive. U3 is only good if you want it to controll everything, I always uninstall it.

U3 is somewhere between a marketing gimmick and a waste. Like @XOIIO, I uninstall it. After that, it’s just a normal USB Flash drive, albeit a well-built, reliable one, (I won’t pay extra for U3, but I will pay a little more for a SanDisk :) ) and will take whatever files you drag onto it, space permitting.