I should have mentioned that you can also manually group a multiple artist album together by selecting all of the tracks in the album and giving them the same "Album Artist" name, something like "Various Artists". If all of the tracks in an album have the same "Album Artist" and the same "Album" tags then Media Jukebox will group them together as an album.
You may also find some albums that you get from places like Amazon MP3 or iTunes have the "Album Artist" tag set but the tag won't have the same value for every track in the album. That messes up Media Jukebox. Media Jukebox won't see the album as a single album. The solution there is to change the "Album Artist" tag to something that is the same for every track. Or you can delete/clear the "Album Artist" tag for that album and just let Media Jukebox go by the rules it uses for "Album Artist (auto)". So if you continue to have some multiple artist albums that don't group together check the "Album Artist" tag and make sure it is the same for every track.