I have the same difficulty with some (but not all) of the multi-disk music CDs in my MP3 collection. Since these are copied from my office's network onto my portable drive, someone else did the ripping and didn't think to put them in subfolders, or change the file names.

For some albums, it probably doesn't matter, since I've never heard them played in their original order. Others, it makes a diff -- such as the one opera I have, ripped from a triple-disk set. I'm going to have to find a score somewhere, or some other list of the acts and scenes in order, before I can arrange my copy the way Herr Wagner intended.