I'm going to say that this isn't really possible for BBM or any skin as tihngs with Winamp or WACUP currently stand as once a playlist is loaded into the main playlist editor (which is best thought of as a scratch list), there's no context of where the items added came from which makes it hard to do what's wanted. The nearest would be if the skin caused the playlist to be added to the main playlist & used the playlist change messages to know once it's loaded & then when a change happened after a complete loading it would drop the origin playlist name but that'll be super slow & not all that helpful. The only real way is to make changes to the Winamp core itself.
-dro