I have a lot of friends like that! And most of them metalheads, haha, come to think of it this is quite common among them
But I just cannot, I prefer to have a few playlists of favourite songs for most time, because when I listen to full albums (like when doing something for long) I always think "Okay, here comes Stupefy song, come on, let's just go to Violence Fetish please" =)