I've found the solution to this.
I tried clicking on all the albums that were really one compilation album but which had split into a separate album for every track. I selected them all and right-clicked and selected 'Get info' but found that whatever I added to the different values i.e. 'Album Artist' did not save and had disappeared when I re-opened it.
I tried selecting individual albums but couldn't edit them.
I had it so that the music I was adding was put in the iTunes Media folder. I opened this folder in Windows explorer and right clicked and selected properties. In the General tab there is an Attributes section at the bottom one of which is read only. This must be ticked by default. I unticked it and it said would change this value for all sub-folders and files in Music folder, which took about 30 seconds.
When I re-opened an individual album it let me edit the info and when i tried selecting all the different versions of the one album, selected 'Get info' and changed the album artist value all the many versions of the album merged into one.
Success! Yeahhh! ;-)