Go to the music screen. At the bottom, flip the menu bar from the side with play, FF, REW, etc., to the side with the favorites button, equalizer button, etc. At the far right of the bar right next to the flip button is the shaker button. It is an upright rectangle with an arched arrow above it. Press that until you get to the lock symbol or the other music mode.
Cowon D20, Cowon S9 (M.I.A.), Creative Zen Touch (retired), SoundMAGIC E-10, Shure SCL2 (R.I.P.), NuForce NE-6 (M.I.A.)