You can easily change this for individual tracks or for the whole album. Just select a song or songs and open the Tagging Pane. Right click and select Tag is one fast way to get there.
One the left in the Tagging Pane, you'll see all of the fields. You can use the pulldown list on Artist to select the artist name you want. Or you can type one in manually.
Also, be aware that Media Center includes an Album Artist field. For compilation albums, what you normally want to do, is have the individual songs have the real artist of that song. Or, if one song on an album has a different (or additional) artist, then just that one song has it's Artist field set differently. *Then* the Album Artist field can be set to something that makes sense.
In the case of an album (for example) by Eminem with a bunch of songs "featuring" other artists, you would set the Artist field to both Eminem and the featured other artist, but only on the individual tracks where other artists appear. Then, for the entire album, you would set Album Artist to Eminem. That way the whole album is grouped together and the "main" artist is still Eminem.
Sometimes I have a compilation album that has lots of different artists on it, but it was all done by a single DJ. In that case, the Artist field of each track is set to the individual artist. Then the Album Artist field, on all tracks, is set to the name of the DJ. That way the album is organized by the DJ's name to group the album together, but each song is attributed correctly to the actual artist that performed it.
Brian.