You'll have to make a playlist first. Highlight a song then click Enqueue & the song will move down into the playlist pane... do this with as many songs as you like & now you can use shuffle/continuous to play your playlist! Some more info here
http://www.gnutellaforums.com/showth...775#post129775

http://www.gnutellaforums.com/showth...threadid=54542

To be honest I think it's heaps easier to make something else your default player & then use playlists from within the other player