If you have entire albums, artists, or playlists excluded from shuffling in iTunes (The 'Skip when shuffling' flag is set), your iPhone 3GS will fail to play these albums, artists, or playlists when you select them using Voice Control if it has shuffle play mode enabled.
The manner in which it fails makes it seem as if something is seriously amiss (hence this hint): It acknowledges your voice input, indicating that your selection is about to play (e.g., 'Playing album Avatar'), but then returns to whatever had been playing before. If nothing had been playing before you gave the voice command, the iPhone will remain resolutely silent after acknowledging your input.
The solution to this 'issue' is, of course, to simply to turn off shuffle play mode. Unfortunately you can't do this with a voice command (as far as I know).
Mac OS X Hints
http://hints.macworld.com/article.php?story=20100308100809605