Have you tried making a playlist dedicated to GT5, and adding the songs you wish to play onto that playlist?
Also, the game will stop playing the music from that playlist once every song has been played once. To prevent this, all you have to do is change the settings so that the playlist is repeated.
I usually have all my music in a playlist dedicated to GT5, and have it set so the music is randomly shuffled and the playlist is repeated. I've never encountered a single problem doing this.