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Listening to content on-demand (playlists, songs, albums) is a feature of Pandora Premium.
Stations vs. Playlists:
Stations on Pandora Premium are guided by thumb feedback or added seeds, like Pandora and Pandora Plus stations. While listening to a station you can thumb up or down songs from the Now Playingscreen to help us learn what to play next.
Playlists, on the other hand, are guided by listener's choice. This means you can add only the songs you want to hear, and sequence the playlist yourself.
Complimentary Sessions of Premium:
You can listen to a playlist by initiating a complimentary session of Premium.
To start a new session, simply search our library from your computer or mobile device for a song or album, and click play. If you are eligible for a free session of Pandora Premium, clicking play will trigger a short advertisement, after which you can enjoy your on-demand content.
To learn more about the differences between Plus and Premium, feel free to check out this article.