It sounds like you have an iPod shuffle. If there is no screen, it is a shuffle. The purpose of the shuffle is that it is suppose to just randomly shuffle your music around while you go on a jog or whatnot. However, if the shuffle feature is turned off (the interlocking arrows switch), the music will play in the order of your shuffle playlist that you created in iTunes to decide which music should be synced to your device. It should stop and restart right where you left off.