HP iPAQ Pocket PC h5400 Series Reference Manual page 215

5. Tap the Play icon.
By default Media Player will play all files stored as local content
on the iPAQ Pocket PC. You can repeat a file and shuffle the
contents by selecting Tools, then Repeat or Shuffle.
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You can organize music and video files into playlists.
To create a playlist:
1. Tap Start, then Windows Media.
2. Tap Select.
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