To get the order of songs to be correct, fill in the disc and track number fields. In iTunes right click, select Get Info, and then under the Info tab you will find the fields.
First you should highlight (select) multiple songs in iTunes that you want to be, say, disc 1, right click, get info, info, then fill in the disc as disc 1. Then say ok or done or whatever it is and get info on each song individually and fill in the desired track number and the total number of tracks on the disc. For example, track 1 of 8. You could conceivably make the whole show a single disc with tracks 1 through whatever, if you wanted to.
Also make sure shuffle is "off" to get things played in the right order.
Such a long, long time to be gone, and a short time to be there...