ipod nano 5 for joggers

Experts, please help.

I am a serious jogger, and seriously frustrated over my nano 5.

1. Is there a simple way to insure that when turned on, the nano songs start off where they left off?

Every time I turn on the nano to go jogging, I must either start anew, or surf to find where I Ieft off. I trust there is a simple way to do this, but I have not found it.

2. When I try to turn the nano off, I do PAUSE, then hold again to turn off. However, sometimes after PAUSE, I get choices of doing something or other or cancel. I just want to turn the darn thing off.

3. Does the shake application interfere with the pedometer? It sure seems to.

4. Other than volume control earphones, I presume we cannot change the volume while wearing gloves?

Thanks.