Problems with shuffling music

[saladace]

Anyone else encounter the following problem?  You would think when you have it in shuffle mode, it would play each song only once as it goes through the music library.  This does not seem to be the case, when I play it in shuffle mode it seems to play certain songs again before other songs I know that haven’t been played yet.  Sometimes I shut the player down but when I come back it is still on the last song played, so does it look at that as being a new session and shuffling the songs each time?