I'm still lost, when I click on Menu, I don't see a
catagory called music. I have Artists, Songs,
Genres, etc. Clicking on Artists does no good
because I don't want to play songs from only one
particular artist.
As Bryan said, you need to go to the main menu. Click Menu 5 times. That should take you to the main menu (with music, photos, extras, etc.)
Once you are at the main menu go to Music-->Artists.
The artists choice will give you a list of artists. If you want to see all songs sorted by artists (one big lists of all your songs sorted by artist) go to Music-->Artists-->
All-->All. That will take you to a list of all songs sorted by artist.
So, if you are in the artists menu already, just scroll to the top and go to All-->All.
btabz