I have my music divided up into different folders (for different genres), and I can get it to shuffle for the particular folder I'm listening to instead of the entire collection.
It is also not a true shuffle, as it just reorders the songs according to some pattern. Every time you play music, the songs will be "shuffled" in the exact same order every time.
I find it very annoying when I know which song is coming up next.
My Motorola V3xx has a true shuffle where it truly randomizes the playlist.