1) Select the clips by clicking the "+" sign at the lower left corner, or click "Save to Favorites" for a clip that is the main one of a page, save to an existing list or to "New Playlist" and make one then.
2) At this point you either have clips in the "QuickList" (upper right corner), or in an existing Playlist. If it's the former, go to the QuickList you can click "Save as Playlist" to creating one.
3) Now you have your favorite clips in a Playlist. To publish it, go to the Playlist and there is an "Embed" sign at the upper right corner, cut/paste the content of the textbox next to "Embed" into WXC blog or 发表新主题, there you have it.
Thanks go to 一程歌 who pointed out the new feature in 3); it's a useful feature that Youtube added to Playlist.