It's a bitch, isn't it? You add a song and then someone sees it on the songs page and gets it into their show before you do. I've so been there.
Solution: Make the show first, then add the song pages to get the IDs to put on the edit playlist page. Since whatever you added was new, you had the mp3 first - but there's no law saying when you have to add it to the new song page...just as long as you do at some point.