Hi leeleegrl,
This is a very easy method to solve, don't worry. I'll guide you step by step to solve it.
1) Firstly, you need to know wpl is not a song, it this called windows media player's playlist
2) By following the way i show in attachment, you can locate the exact file with the name you wanted.
3) Browse through your files and folders, and copy the songs in your explorer.
4) Ask your friend to resend you the file, Done :)