It's probably due to track numbering. When you put the CD album on itunes it will have numbered each track (1 of 12, 2 of 12 etc.) You now have no 1 of 12 track after deleting the first track.
When you bought the single track off itunes it will be numbered track 1 of 1 so will not be part of the other album.
Select the new track and in the itunes menu click "file" and then "get info". Click the "info" tab in the window and you will see the track numbering. Change it to 1 of (whatever the total number of tracks is on the original album). Make sure the new track album title is exactly the same as the CD album title on itunes. It should now be ok.
I don't use a pc so "Get Info" might be "properties" on a PC.
Perhaps someone else can confirm that