"Sticky" Bookmarks for all files

I want the ability to have bookmarks set and retained on any file I play.  If I’m listening to a lecture and get bored, I set a bookmark in it(one or MORE? per file) go to my bookmarks, select the bookmark for a book i’ve been listening to for a while, bookmark that when I’ve had enough of it, listen to a Mozart piece where I left off before the lecture and be able to go to any of these bookmarks whenever I want.  The bookmarks would be in the same folder as the file, or a consolidated bookmark folder, but should be able to be transferred from the device to a pc and when put back on the device, the bookmark should still be there as long as the file is there.

Thanks,

Mike