iTunes playlist to USB

I'm trying to transfer my iTunes music playlists (about 10 of them)from my iMac to a USB flash drive so that I can listen to my music. I've tried exporting from my library to the USB but only a strange .xml file shows up that only has text and no music. I thought it would be as easy as dragging the playlist to the USB folder and dropping but that doesn't work either. Can anyone help? Seems like it should be easy but nothing is working. Thank you in advance for any help.