Instead of burning an Audio cd, you go and burn a data cd, and you organize all your songs into folders, possibly by album or genre if you want.
When you go to play it in the mp3/cd player, you can pick which folder you want to play, and skip through the songs.
I thought it was pretty straight forward when I first saw it.
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It's the batontwirlertwistshakebakecakeholehumperdinkkink rail.