Playing multiple movies one after the other using JMF MediaPlayer (appending movies)

Salutations everybody.
I need to use a MediaPlayer to play multiple video and / or audio files
one after the other.
The idea is that the user will select all the video he wants to hear
and then hit the 'Play' button. Then I need to play all those videos in
order, one after the other. That is, as soon as one video is done I
want to begin playing the next video and so on.

I assume this can be done ? Anyone can help me on the how to ?

Thanx !

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