Attached is a screenshot of my Music Library. Click on the "Kind" column and it will sort the view that way. Then you click on the first song, hold the Shift key and click on the last song, selecting all in-between. Then drag those songs into the playlist. It's super easy!
You can also create a smart playlist and specify the above-mentioned file types.
As for the comment I add, attached is another screenshot.
Don't worry, if all the songs are in the Music Library, you can't delete them by syncing. They just won't be on the iPod/iPhone until they're back in a playlist that is set to sync. This also brings about another thing: do you backup your music?
Btw, you're not a pain! Everyone has to learn something! I've just spent hundreds of hours on my 13,000 songs. That's after I deleted 3,000+...