Hi, I don't know if this will help, but here goes.
I recently bought a Philips MP3 GoGear player which re-acts with WMP.
However, Initially I didn't bother with WMP (which puts music in the first Folder on the screen called MUSIC). I connected the MP3 to the computer and went down to FOLDER VIEW, then MUSIC and then made a folder called ALBUMS.
I dragged all the tunes and albums I had on the computer into the folder I made called ALBUMS which I could then select and play as required.
At a later date I unfortunately went into WMP and that is when WMP took all my albums, etc and transfered them into the original folder called MUSIC on the first opening screen. It also removed the tunes from the albums and put them in alphabetical order. They are all still there but I now listen to the folder called ALBUMS listed under the FOLDER VIEW section.
If your MP3 is similar to mine then I suggest that you try and connect it to the computer and place your albums, etc in a folder of your choice in the FOLDER VIEW section and keep away from the WMP.