In 2006 I acquired an MP3 player that plays music off of USB thumb drives. Unfortunately the player doesn't have many options, including the ability to play files in random order (shuffle). So, I wrote my own. RandomRock is a program that will copy MP3 files to a USB thumb drive in random order. It does this by renaming each file to a random name -- each file is renamed to a random 8 character number with an mp3 extention (8.3 format). Your original MP3s are not renamed, only the destination files.
RandomRock has a few extra features that I thought might be useful. You can select append to add music files, or overwrite which will blank out the destination drive (be careful -- it works!). You can also choose to either completely fill the destination drive with MP3 files, or limit the copy to X amount of files. Your options are stored in an INI file which can be looked at and modified either manually or through the program itself.
I have used this program to select random files from my large MP3 directory, and copy those files to my MP3 player. It's a simple way to randomize your portable music collection.