The answer appears to be yes, and no.
You can play an album (but just one album) in order using the less obvious player interface, but not using the main interface that offers genre, artist, album, etc. For me those are reversed, regardless of what I do to the file name (although I am going to try a few other things) and for others they seem to sometimes be random. However, not everyone seems to have the problem.
If you use playlists you should be able to organize your music exactly how you want and it will show up accordingly.