Play only 1 file, then stop

[tryl]

My old player, a Creative Muvo, had an option to play only one file and then stop. I like to fall asleep to a podcast or such, which made that a great option.
I haven't been able to find it on Rockbox (Sandisk Sansa Clip +). Is it just me, or is there a way to get this effect, without putting each file in a separate folder?

[Chronon]

Insert the file you want into its own playlist.