Check if some of the songs on the album have an entry for Album Artist?
If they have the iPod gets confused and separates the ones that have and the ones that don't and plays them in the wrong order, even though they show up correctly in iTunes.
You can either remove the Album Artist from the tags or add it to all the songs on the album to correct this.
If that isn't the problem, make sure you have the spellings of the Artist and Album names exactly the same for all the songs. Watch out for extra blank spaces on the end of the title.