Well, I'd have to polish my code before showing, mainly because most part of the terms are in portuguese. Basically, in my version you set up a list, and add to that list the files you want played - specifying the start and end millisecs each time you add a file to the list - and then play the list. Once one entry is finished the other starts right away, in the same thread. I've made it buffered, extending the Music class and coding some more things.
I'll show what I did soon, then. Thanks.