Most, if not all media players such as mp3 hardware and software players, e.g. iPods, the standard Windows Media Player, mobile phones, etc, have no option where they can be prevented from automatically playing the next song in a playlist. This is sad news indeed for gigging musicians. Various techniques are used to alleviate this issue, but all have their short comings. For example, placing all songs in a folder of its own, or interspersing each song in a play list with a blank song of say, 30 seconds, in order to give the musician time to run back to the player and turn it off!
OnStagePlayer stops when reaching the end of a song. Furthermore, OnStagePlayer can be set so that the next song in the playlist is automatically cued ready to play, such that the enter/return key can immediately start the next song.
OnStagePlayer also has extensive additional features for managing groups of playlists not available in other media players.
The first download link above is for the 32bit version, and the second download is for the 64bit vesion.