The problem, and how it applies to WP7
If you're a Zune, ZuneHD, or future WP7 user, you're going to be loading music into your device via the Zune desktop application. I like the way the application works for the most part, but it does get cranky sometimes :(
The crankiness comes into play usually when you're loading an old CD, or the tracks from an old LP. I have a USB turntable and have been ripping some of my jazz LPs from the 60s and the Zune doesn't know where to find this stuff.
I am having to take pictures of the album covers with my camera to produce the album art, and type track info in by hand in some cases because this stuff is just too old, oh, and the USB turntable stuff, you're guaranteed to have to do that.
An associated problem is if you have disc 1 and disc 2 (or more), and it ends up scrambling the tracks amongst the contenders. If you try to straighten this out by what seems the normal means of doing so, you're just going to frustrate yourself.
The Solution
Of course I have a solution, or else this post would simply be a 'rant', and I'd have posted it on my alt.blog :)
Let's begin with a screenshot of the exact problem. In this first screenshot, I'm showing the top portion of a set of 46 tracks taken from 4 old Tony Mottola LPs:

But on the left-hand side of the Zune application, instead of finding 4 of Tony's entries, I find one by 'Sugarland' ... and I have no idea who they are ... really! So right off, we've got a problem to deal with.

The next screenshot is a partial result of right-clicking one of the tracks to see the real album name. In this case "Tony Mottola & The Quad Guitars" ... a great LP btw!

The 'big trick', and first step of the process is to pick one of the tracks from one of the collections (CD, LP, whatever), right-click it on the right-hand side, and select edit, and fill in all the info including the album name something like the next screen shot:

When you press OK on that dialog, you'll find a 'dummy' entry on the left for the new CD as shown here, with the correct name:

Now, simply drag all the appropriate tracks into the newly-created CD:

You can do them one at a time, or multi-select and drag them all at once. In either case, you'll get one dialog box asking if you really wanted to do that:

When you have them all in place, right-click the CD on the left side and select Edit. At the very least, you're going to have to setup the track numbers, but I also find myself having to enter Artist name and genre as well:

Find and include the album art, press OK then Finish, and you'll have the CD the way you expected it the first time:

The Happy Dance
Now you can jump around and do the happy dance because your collection is set the way you wanted it rather than the scrambled mess it got loaded as :)