Hi,
Anees here.
Excerpt from YouTube:
How do I add a playlist to my blog or web page?
To create a playlist, go to the My Playlists page, click 'Create a Playlist' and fill out the information.
As you find videos you like on YouTube, click 'Add to Playlist' under the player to add them to your list. You can change the order of the videos in your playlist by returning to the 'My Playlist' page.
The easiest way to embed a playlist is to create a custom player. Go to your YouTube account and click "Custom Video Players", then "Create Custom Player". Select a colour and format for your player, and then choose what is going to play in it—you can choose a playlist, your own uploaded content or your favourites—and then click the "Generate Code" button.
Copy and paste the code into your blog entry or web page, just as you did with the embedded video above.
http://www.youtube.com/youtubeonyoursite