As Dave said it is almost certainly a problem with the tags.
The play order that Squeezebox uses (within an album, say) is determined by the Track No. tag. If it is a multidisc album the play order is based on the Disc and Track numbers.
(An "Album" can by anything you decide, if you edit the tags, but each "Album" must have a unique name.)
There are many different programmes available to edit mp3, flac, m4a tags but a standard recommendation is Mp3Tag, which available from
here. It will also enable you too see what other tags were set up and you can then decide whether you want to edit any of them.)