Is there a way for the iPhone to skip certain albums on ‘shuffle all?’

I have a variety of albums on my iPhone, which range from artist albums to DJ album mixes. What I would like to know is there a way you can skip albums in the shuffle all option? For example, I have DJ mix albums where each track is a separate file, so when I ‘shuffle all’ I get a small cut of the mix. I’d rather not have that and it only play complete songs. Apart from making a playlist and adding all songs bar the DJ mix ones to it, is there a way of certain songs being ignored? I know that iTunes you have the option to ‘skip when shuffling’ but even if you check that box then transfer them to the iPhone they still end up in shuffle?