I'll set a song on repeat, and load to a relay or even log off so save it as the primary song. I have the repeat set on, not repeat once, but repeat. It regularly will skip to the next song when I go to arsenal if it has played once.
I absolutely LOVE the Whispers in the Wall soundtrack and have been farming the pieces so I can play Sanctum Anitomica on my orbiter. And it keeps skipping to that NIN song LOL. :(