Starting with iPod Updater 2005-6-26, the behavior for the Previous and Next buttons on an iPod with a Click Wheel has changed slightly. If you have a track that contains chapter marks, such as an audiobook or podcast, pressing Previous or Next will go to the previous or next chapter within the track, respectively. Prior to this update, these buttons would go to the previous or next track.
This can cause confusion in some cases, such as if you have an audiobook that contains a lot of chapter marks. Alternatively, you can scroll the Click Wheel to navigate between tracks with many chapter marks.
If you're not sure what iPod you have or if it has a Click Wheel or not, see this document.