When listening to music, you can hit 'M' to access the menu. Whilst in the menu, go down to Repeat. The sub-folder has several different options, among them being Random All on the second page. Though the order it plays songs in does not often differ (i.e. When you click random, it will always play Track 4, then 9, then 2, and so on and will do this again the next time you go into your music selection), it can be useful for when you have prior sub-folders to trade off between.

If you have already tried this, you can also plug your player into your desktop computer and move the songs off of the player via the folders available there. When you re-upload files, they tend to be in alphabetical order, so you can also rename them (i.e. from "Charlie on the M.T.A." to "01 Charlie on the M.T.A." and so on and so forth) to get them in a playlist-style format. If you have more than thirty files in a folder on the device, things tend to become out-of-sequence anyway, so that can add a pleasingly random element to your music.

Enjoy <3