iTunes is "a media player and media library application developed by Apple Inc. It is used to play, download, and organize digital, audio and video on personal computers running the OS X operating system and the iOS-based iPod, iPhone, and iPad devices, with editions also released for Microsoft Windows." iTunes isn't often the choice media player for most people on /mu/, who normally prefer other media players such as Foobar2000, but there are some fans of it (mostly those with Macs). If you are a Windows user, it is recommended to only keep it around for syncing with your iPod/iPhone, as iTunes can be quite the resource hog for non-OS X users. It can be downloaded from Apple's website.
Why have tracks separated apart from an album?
Sometimes, iTunes has a habit of separating tracks from each other, especially the first track from the rest of the album. To fix this, you should check to make sure that all the tags are identical between the entire album, except for track titles and track numbers, obviously. If the tracks still don't join together, select them all and right click on them. Then click "Get Info". From there, go to the "Options" tab and select Yes on the "Part of a compilation" option. This will bring your tracks together into one album. Now, go back into options and turn Compilation back off again, since you don't want that album to be registered as a compilation, and the tracks should stay together now as a normal album.
How do I organise splits/compilations?
Make sure that all the tracks that you want to put into a single album have the correct artist tag, but leave the album artist tag blank. Also, make sure that the album tag is identical between all the songs. Now, all you have to do is select all the tracks that you want in your split/compilation, right click on them, go to "Get Info", then select the "Options" tab and select Yes on the "Part of a compilation" option. Now press OK and all your tracks should now have come together as one single album. The split/compilation will now move to the end of your iTunes library.