A:Answer You can create playlists on your computer, with different songs from different albums/artists, and then sync them to the Walkman. I use MediaMonkey for this, but Windows Media Player, iTunes, etc. should all work as well. Make sure you sync the playlist in .M3U format directly to the \Music\ directory on the Walkman, and everything will work fine. It took me a while to figure that out.
It holds A LOT OF SONGS... if your songs are all of very high quality MP3 (192kbps), and you have the 8GB model, you should be able to put about 1600+ songs on it. If your songs are of lower quality, you'll be able to put even more songs on the player.