You'll probably want to maintain a list of songs and register an onCompletionListener to determine when each song finishes. In the onCompletion() callback, you'd pop the next song from the list and play it.
Since you'll eventually have several MediaPlayer listeners, it's probably best to avoid the variable access hassle that comes with anonymous inner classes and just have have your enclosing class implement them.
So you'll the completion listener with:
mediaPlayer.setOnCompletionListener(this);
And add implements OnCompletionListener
to your class definition and add a method like the following:
@Override
public void onCompletion(MediaPlayer mp) {
// Pop next song from the list, prepare it, and play it.
}