iTunes allows you to sort the currently selected tracks based on a number of different tracks. Seems like a good idea in general, but it's also confusing.
If, for example, you select "Song Name", then it alphabeticises the list. This always annoyed the hell out of me; I want to listen in album order. I couldn't work out how to switch this off.
In the end, I got half way through writing a perl script, which renamed all the tracks based on their file name (I generally keep my mp3's with track number in the file name). While I was doing this, I found that you just switch to sorting by some other column (like album name) which is always the same.