after selecting either Playlist, Genres, Artist, etc... allow the first track to play... as it is playing hit the enter key (press in the control knob)

you will be prompted with other options including Repeat & Randon...

you will notice the songs being shuffled as they continue to play...

hope that helps.

__________________
2012 X5 50i M-Sport
2014 X3 35i M-Sport