yep!!
Make a playlist in itunes. Then add whatever music videos you want to it. Go to movies tab in your ipad itunes screen and click sync video playlists.
On your ipad open the music app and go to playlists. All your videos will play in the order they were put in without you needing to do anything.
But you need to make sure all your songs are at 0 secs otherwise they will start from wherever the playhead was in the playlist.
Hope this helps! I watch movies on the treadmill. Greatest thing ever. 30mins flies past in the blink of an eye.