it is the tags that are causing it to split them in to albums, and to be fair it's only doing what it's meant to.
to do what you want in WMP is going to be a bit of a nightmare, if you remove the tags then they will all be listed as "unknown artist"
seeing as you are sorting them into folders anyhow using WMP seems to be a bit of a heavy handed way of playing them.
I would suggest downloading winamp
http://www.winamp.com/player/free-download-ful l?lang=en-us
Install it and it will add two entries to the menu you get when you right click on things, play in winamp and enqueue in winamp, you can then open you music folder and say you have a folder in there call comp1 with 10 tracks in it just right click on the folder and select play in winamp and all files in that folder will be played (if you want to play another folder straight after the first one then right click on that and select enqueue in winmap and those tracks will be added to the end of the current playlist)