I guess I have been blind. I never saw this option before. I thought you were stuck with the order of the albums you loaded into the HDD, but you can actually change to order of the albums. You can keep all the artists together or sort them anyway you want.
Here is how to do it:
Highlight an album.
Press the info button.
On the left side there is a "Sort Playlist" button.
You can then select an album and move it to where ever you want.
