The Clip Jam and the Clip Sport share the same operating system (with device-specific Firmwares). Using Music Mode, you can select one album to play with shuffle On or Off. The player will not jump to the next album automatically.
If you wanted to play a sequence of albums, you could create a Playlist. If you turned Shuffle mode=On, then all the songs in the Playlist would be shuffled.
Take a look at this message describing a batch file command to use for subfolders of music files on the Clip Sport and Clip Jam.
