I want Android to remember my currently playing song and playlist I am currently using the stock Music Player for my phone.  Whenever I pause a song, leave the app, and go back to the app, it sometimes goes back to my "All" songs view, not remembering what I was currently playing.  It appears that this behavior depends on whether or not the App was closed.  For instance, if the app closes by my actions via the Task Manager, or it closes on its own based on memory/CPU management, it loses track of what it is doing.  

Is there a setting, or another music app, that allows me to play songs and have that song and playlist remembered even if the app is closed?  

I'm running FroYo (2.2) on a Samsung Captivate (Galaxy S series).
The Android version of Winamp seems to do a fairly decent job of this.  I barely use it (this particular aspect isn't that important to me), but I've just fired it up after about a week, and it picked up exactly where it left off.