You might want to try Rockbox software for your fuze (if version 1 or 2, but not yet for +). With it you can have multiple bookmarks for each file. You can get Rockbox and manual (both are free) from “http://www.rockbox.org/” (just google rockbox).
I have used Rockbox for my 8GB fuze for more than a year. I mostly use my fuze for listening to old radio MP3s and skip around from series to series and the outstanding Rockbox bookmarks allow me to go back to where I left off on any number of radio programs. Also, you can have any number of bookmarks for a single file, and you can scroll through the bookmarks to find the one you want.
The rockbox forum is very active and can usually answer any questions you might have. In fact, if you search the forums you can usually find all the questions you might have already answered!
Enjoy,
