How to continue playlist

I have a Sansa e280 v 2.0. I usually hook it up (via Maximo FM transmitter) in my car. My question is when I'm play songs from a playlist (let's say "Don't Play That Song" is playing) when I turn the car off, go into the store come back out turn car on---is there any way to set the Sansa e280 to start playing where the song ended (when I turned the car off) and then continue thru the rest of my playlist instead of having to start over from the begining of the list again?
Thanks