[ubuntu] Any media player which automatically plays next file in folder?

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http://ubuntuforums.org – In Windows it is a usual function - almost any player will play next file in folder if you press Next. In Ubuntu I can't seem to find any player that does that - all players have playlists which will only contain a single file after I click on it in explorer(Nautilus). WTF? This is really basic, did not expect it to be like that in Ubuntu. Or is there a setting or a special player which does that? I know I can open a folder instead of a file, but I want to click on a file, to start with it and continue on in alphabetical order. Any chances? Ubuntu is freshly installed 12.04 TLS (Hardware)