Ummm... I have lots of mp3s that are tagged without albums, and they show up in the correct locations on my 5g 60 gig.
If I had to guess, I'd say that the problem is in your tags. Make sure that the files in question have the correct artist tag, and that its spelled correctly.
If it still doesn't work, then just reformat your iPod with the iPod updater supplied by apple, and try again.