it depends on the format, but here is one neat trick if you have MPEG files.

Because the MPEG player is only looking for the acceptable bit-stream and ignores the rest of the data you can put all the files together in an archive and it will just continue playing them one after the other. To do this use a program to create a ZIP file with no compression add the MPEG files to the .zip file in the order you want to be able to view them. Once you are done make sure you name it as a .mpg so that the application will launch correctly (I usually use .zip.mpg so I can tell them appart from other .mpg files).

__________________
-Toast-
"It takes a lot of brains to enjoy satire, humor and wit - but none to be offended by them." -- Johnny Hart ("BC", cartoonist, 2000)
"Analyzing humor is like dissecting a frog: Nobody really enjoys it and the frog generally dies as a result." -- E. B. White