The "metaphysical trick" here is that Rockbox operates by playlists that it creates, even when you are not aware of it. And so select and play the fourth song in a folder without creating a playlist, and you'll find that the entire folder is a playlist to play, with play starting with the fourth song. You don't have to create the playlist, Rockbox does it. And it doesn't get in the way--it's just something to be aware of, especially for when you are adding music to play next (e.g. if you weren't aware of this and added a song to a playlist created by Rockbox as outlined above and added the new song via "insert last," you would be wondering where the song is--it's at the very end of the playlist that Rockbox created; instead, use "insert next").