Richard, you were right.
I have added the ability to play multiple songs back-to-back from the hard drive in our next release, expected to release within 2 weeks. We have a bit more work to do specifically on this point. MTUSUPPORT (Bryan) made an excellent suggestion this morning that we duplicate the "Project" creation and editing code from the Custom Assembly Tab into the Play Tab. That way you can create projects to be played, and control the song order being played.
We are currently testing V2.2.1.3, but the .4 should have this new "Project" in the Play Tab. Also,Play Tab Projects and Custom Assembly Tab Projects will probably be identical. That means you could play songs and then burn that exact song order to a CDG disc to take out with you.