gkerber, are you double clicking on a group of highlighted filenames? When I do this, I often find that whatever player plays the songs, starts on whichever file I happened to click on. If I dbl click file 1, it'll start there. I notice this when I right-click a group of highlited files and choose an action, or if I drag a group of files somewhere.
OR, are you dbl-clicking on the album name somewhere? In that case, what is your current sort... if track number isn't there that may be doing it?
(I know these aren't solutions, but it may help to determine what to fix)