I was having this problem and came here to find a solution, but I may have come up with one just now as I was searching through iTunes for a way to stop this madness.
I went up to "Controls" and in the drop down menu clicked "Shuffle". I checked "ON" and checked "Albums".
Now when I play an album it plays straight through without shuffling the album or any other songs in my itunes.
After doing this "solution" you'll see the shuffle icon at the top is highlighted in a dark box, which you would think means "on" yet it actually mean "off". If you click that icon and remove the box around it, then itunes will start shuffling through the whole library. Basically it seems as though the controls are opposite to what they imply.
One curious thing though... after doing this, if I click "shuffle" beside an album, it just starts playing the album from the beginning without shuffling. So I don't currently know how to actually shuffle a single album.
Edit... I went back to the itunes menu Controls > Shuffle > ON, but this time selected Songs instead of Albums. Now when I click shuffle beside an album it actually shuffles that album, and I can also shuffle several albums by one artist.
It's an annoying set up. Hopefully they'll straighten this out.