Last night, I was using the Shuffle Play feature to shuffle all the songs on the Empeg (select "Playlists" and hit the first play option under that).
It played the same song twice, almost in a row. It went like this: (the first song), (two other songs), (the first song again). I could verify it by scrolling back and forth with the << and >> buttons.
I thought that the definition of "Shuffle Play" was that it would shuffle the songs like a deck of cards, then play that deck from beginning to end. That way, you would never hear the same song twice. If it doesn't do that, then in my opinion it's "Random Play" not "Shuffle Play".
Now, there's one possible reason it might have happened to me even if shuffle play is properly implemented. There are some songs on the Empeg that exist in more than one playlist. When I hit "play" on that top-level playlist, does the Empeg combine all the playlists and shuffle those? If so, I think you might want to remove dupes before shuffling.