OK it's not exactly what you ask for. But there are some options, which maybe are of some interest in this connection:
(Option 1)
You don't necessarily have to drag the files one by one to the playlist. You can simply select more files in your windows-browser in the normal "Windows-way" and drag the selection all at once to the playlist!!
(Option 2)
See
this post on how to easily create a playlist.
(Option 3)
Instead perhaps also the Enqueue-option is something for you. I personally use it all the time for BSPlayer. I prefer to use "Enqueue" as opposed to double-click (which can - of course- additionally be used too) since in such a way you can select e.g. 2 (or more) files (a lot of films take 2CD's) and "Enqueue" them at the same time (they will both be in the playlist and the first will start to play).
If you don't know what to do to be able to use the Enqueue option: use the Search button with "Enqueue" as a search key and subsequently look for the post with topic "Enqueue Shell Extension". Then you'll have found an illustrated explanation of how to do it.
Success!