Hi,
I have found that this does happen. When I go into a folder with multiple tracks from different CDs the track number starts with the CD number and then the track number on that CD. I have added this detail to the tags so that information is there.
The first track is 1001 then 1002 the first track on the second CD is 2001 and so on.
Have you checked your MP3 tags to see if you have added the CD number there rather than on the file name?
Hope this helps
Richard