Steve MacGuire aka turingtest2 - iTunes & iPod Hints & Tips - Grouping Tracks Into Albums - http://www.samsoft.org.uk/iTunes/grouping.asp (older post on Apple Discussions http://discussions.apple.com/message/9910895)
Quick answer: Select all the tracks on the album, File > get info, and either give them all a single "album artist", or check the "compilation" flag (as in https://discussions.apple.com/message/17670085). You can leave the artist there. Album artist will force it to sort by that.
If these are from multiple-CD sets you may also need to enter the appropriate information in the disc number fields.