No, you can play the albums in order but there is no display to pick and choose the album. If I want a specific album I have to knock it on shuffle find the next song on that album, knock it off shuffle and the skip it back to the first song. Bit of a pain but I usually have it in shuffle anyway.
Horses for course I spose. I usually buy about 4 albums at a time, stick them on it and then just keep it ticking over for a while on shuffle. Once bored I just repeat.