I've never had that problem with any player I have used.
Could it be the way you have your songs structured? Have you created playlists or albums containing the songs? Then choose that folder or album name and all those songs will play.
While we're on the subject, I find it much easier to put all my music on a USB thumb drive which is always plugged into the port in my console. It's always there and I don't need to fumble with my android phone to play anything.
You can create folders for albums, artists or even personal playlists for anyyone that drives the vehicle.
