Resume Playlist

Sometimes I’ll have a multipart video in a directory that I’ll play as a playlist, i’ll select the directory and hit play.  But if I have to stop or wish to play something else midway through when i go back to watch the remaining files I can’t simly select the directory and hit play and select resume as I would a file it starts playing again from the first file in the directory.  It would be nice if Media Player knew that I had played some of the files and resume where I left off in the playlist instead of starting over again.