Nested playlists on an iPod Shuffle 4th generation

I have a 4th generation Shuffle, with 2 types of items on it, a complete audio version of a particular translation of the New Testament, and hence 27 playlists, one for each book of the New Testament, and also various playlists of classical music.
I get the impression that some of the with-screen iPods can deal with nested playlists, that is, with playlists inside a folder, so that I could have on these other iPod models with a screen a folder for New Testament and then within the New Testament folder the 27 playlists for each book of the New Testament, and a separate folder for classical music, with inside the classical music folder a playlist for each classical music item, such as a playlist called 'Hummel Mass' or 'Beethoven Piano Concerto No. 5' or whatever.
I cannot see any way of doing this with a Shuffle, but if there is a way that would be great.
Has anyone figured out how to do nested playlists/playlists within-a-folder on a 4th generation iPod Shuffle?
The Shuffle firmware is up-to-date as is the iTunes I am using under Windows 7.

No.  You can only sync your Shuffle with iTunes.
B-rock

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