I know with my N1 when I put an mp3 disc in, and hit track forward, it did just what you are saying, but when I pushed the 'joystick' up (instead of right), it selected the next random song. There must be a way for you to do it on the D3, but I am not sure, just try hitting some buttons!
+1 on the ipod with the D3, the interface is actually really nice, and if you have the ipod video, the new cable allows you to play video on your D3 too. *borat voice* Its-a-nice!