Should this work if I create new playlist for each album within an existing playlist?
Dunno, give it a shot and let us know?
I added a few playlists for albums, but they didn't play in the right order, so I deleted them.
This doesn't make sense to me. They should have played in the right order as long as:
1) They weren't tagged as "always randomize" or "play X tracks at random".
2) Shuffle was off.
3) You selected and played that exact playlist.
Are you sure those conditions were met?