I don't know what VR stands for, but VR Playlist also shows up when I connect my iPhone/iPod to the USB. It displays my playlists that I made in iTunes. I'd imagine a m3u playlist on a USB drive would display on the VR Playlist as well but I haven't tested it out. You can Google m3u playlists to learn how to make them.
I wondered about VR_Playlist too and found info in the owner's manual. It is the Voice Recognition Playlist. If you push the Talk Button on the steering wheel, you enter Voice Recognition Mode where you can control the audio system among other things. If you use VR to select an artist, for example, while in USB mode, a playlist will be created with all of the songs you have by that artist and stored in the VR_Playlist.
Note that I have a CX-5. I found this thread via google. I presume it also applies to the Mazda6.
