It would also be a valid option! but I think it can generate a little delay between the playslist play

You can try this code to delete the files.

Sub DeletePlayList()
On Error Resume Next
Kill "C:UsersUserNameMusicPlaylistsMyPlayList*.wpl"
On Error GoTo 0
End Sub

That code works correctly, but, only in my computer. When a teacher will try to run in your system, it will dont run because the folder is different.
Im thinking in a code to obtain the windows user name to replace the UserName automatically in each case.

You can try this to get the user name

Sub DeletePlayList()

MyName=environ("username")

On Error Resume Next
Kill "C:Users" & MyName & "MusicPlaylistsMyPlayList*.wpl"
On Error GoTo 0
End Sub