You should be able to toggle the shuffle mode from both the front panel (main menu) and the remote control (the "0" button).
Remember a couple things:
1) The main-menu indication shows what the shuffle is
currently set to. When you select it, you're doing the opposite of what it says. Yes, this is confusing. It will be different in version 1.1 (where there's going to be several shuffle modes and it's clear what you're selecting).
2) When you shuffle/unshuffle, it's doing it "around" the current track. So if you're in the middle of a song, that song won't change, it's the
next song (and all the songs after it) that changes.
3) The "0" button on the remote control is the easiest way to toggle shuffle, and it gives a visual feedback. Try that and see if it does what you expect.
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Tony Fabris