This feature does exist, in two different ways. The first one is called the "Playlists" menu. Just make a Stones playlist and select it. The second one is Search By Artist.
Note that in 1.1, there will also be a "Search By Playlist".
I do understand that you're asking for something different. You want to change your position in the playlist without selecting a different playlist, and without using the "Next Track" button.
But the only reason you want it is because you're still in the "CD Changer" mode of thinking. I'm trying to point out that the empeg is more "free-form" than that, and you'll eventually get to the point where you use the playlists differently and won't need a feature like the one you describe.
In any case, 1.1 will take care of it, as you'll be able to "insert by artist" all your Stones tunes.
Something you might not have noticed yet: If you've got shuffle on, and a Stones tune starts playing, you can press the "2" key on the remote, and it'll make the next tune another Stones tune. You can keep doing this and it'll keep adding as many Stones tunes after the current song as you like. This might be something similar to what you want (although it's not what you asked for).
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Tony Fabris