To jump directly to a song, use the alphanumeric Search feature on the remote control. It is explained in more detail here

To jump directly to a specific playlist, use Emplode to assign that playlist a PIN and use the PIN search feature on the remote control. Unless I'm remembering wrong and there's also an alphanumeric playlist search. I don't think there is.

Here's something cool: To jump directly to the LAST playlist you selected, press and hold on the PLAYLISTS menu. More detail here under "Go back to last playlist menu".