This does appear to be more involved than it is on an iPod Classic (I own both).
How about creating a Playlist (on the iPod)?
In the Music App, go to:
- Playlists/Add Playlist...
- Name the Playlist
- Navigate to the Artists/<artist name>/(artist's) album list
- and once at the artist's album list, go into the first album you want to hear
- Add All Songs (press the + symbol)
- Press the <Artist Name> button (at the top of the screen) to go back to the album list
- go into the next album you want to add
- repeat steps 5, 6 and 7 until you have added all the albums you want.
- Press Done
I realise it sounds a bit long winded, but I've just made a Playlist like this on my iPod Touch. It doesn't actually take long at all and it achieves what you want. (If there's an easier way to play one album after another, I haven't found it.)
Message was edited by: the fiend