Is there a way in LMS to link two songs together

An example would be The Beatles Abbey Road Polythene Pam and She Came In Through The Bathroom Window are played back to back on the album with no gap. When using shuffle to play songs, I would like those two songs to play like they do on the album. I know I can link them in many ways, but I'd like to keep the files separate in their album folders. Anal, I know.

What are other doing?

Thanks,

Howard