Does the player always shuffle the tunes the same way? If so, and if you’re playing the tunes via the database options (album, artist, track, etc.), the player isn’t shuffling the tunes but simply playing them as organized by the tunes’ ID3 tags–you may need to add/edit your tags.
You also can play by folder organization, just like on your computer–use the Folder option at the bottom of the Music listing.