ipod touch 4th generation

i have a playlist of over 500 songs on my ipod touch 4th gen. i like to play these on shuffle. i set the shuffle button to on and start the play and it plays shuffled songs, but when i switch it off and restart later it does NOT start where it finished it goes back and repeats the songs already played. CAN ANYBODY HELP ME TO SOLVE THIS MOST ANNOYING PROBLEM.