Album

According to WMP an album is an album when the value of the following tags are the same:

• Album Title
• Album Artist

If your album is split, check these tags.

Release year and genre might vary within and album.

If the Album Artist is missing WMP uses the Contributing Artist (if available).

If title information is missing, the songs will be displayed in Unknown Album.

In general this indicates a problem with the tagging of the audio file.

If the file names are meaning full like 1-Mazurka-Chopin you might try a tool like MP3Tag to generate the tags from the file name.

Wrong album

When ripping a CD, WMP lookup the information in an internet database.
Most of the time this yields the correct result.
Sometimes it fails.
This because there is no way to uniquely identify a CD, it is a guess based on number of tracks and the duration of each track.
In these cases do a manual lookup (find album info) and select the right album.

You might also correct the information manually.

Don't be surprised if it is overwritten.

This is because you have automatic update on.

Albums don't exist

If you have used for years LPs, tapes, CDs it takes some time before you realize that there isn't such a thing as an album in computer audio. There are files (the songs) containing the audio and the tags.
So what is an album? A couple of songs with exactly the same description in the right tags.
The files might be in the same directory or not, or even on a different hard disk, there isn't such a thing as an album in computer audio.

One day you buy a CD set with all the string quartets by Brahms and by Schumann. Where to store? Under Brahms or under Schumann?

In case of computer audio you don't have that problem, just tag them differently and there you are.