thanks baldrick, I have found VLC, clicked on Play and the file started playing.. but I am not sure how did it work, as I never actually saved this playlist in there.
When I received this playlist by e-mail, I saved it on my desktop, and then tried to open with iTune, it didn't work. But then I started checking what are other applications on my Mac ( I am not really familiar with Apple so far), and I found this VLC, and managed to open the file.
It was worth my efforts by the way... ;)
thanks :):).