while you’re playing a song press the menu button (the bottom of the scroll wheel)
select Back To Music List and press the select button
press the back button (the left button on the scroll wheel)
3a. you may need to press the back button again to get up to the folder level you want if you have several levels of folders (press the forward button to move back down a level)
scroll to folder you want to listen to and press the select button.
“What if I want to play Folder #5? Do I have to manually click through every song until I reach that folder?”
In folder mode, you need to be at a folder’s parent or child folder to reach it. What is a parent folder? That is the folder directly above it in the heirarchy. The child is directly below it. Imagine that you are climbing a tree, from the root to a certain leaf. You need to follow the limbs to reach a specific small branch or leaf. You can’t directly jump from one branch to another if they aren’t connected, ie. you can go to the parent or a child of the branch you are at. So in other words using the tree anallogy, if you are high up on a small branch, you may have to climb down quite a bit to get to a branch that will give you a path to your next desired small branch or leaf.