Since I had better luck here than through itunes, here we go:
Is there any way to link tunes so that they always play copnsecutively? Like for example, I would like Van Halen's "Eruption" to alway precede "You really got me", or Iron Maiden's "Ides of March" to always lead in "Wrathchild" regrdless of weather the songs are in a playlist or just being shuffled??

The only way I know to get a set series of songs to play and to play in a specific order is to create a playlist.

Yeah playlists is the only way that is going to happen

Playlist...

OR you could right click on each song, click 'get info' and change the track numbers so they play through consecutively.

EDIT: good taste in music! I've always preferred to Di Anno to Dickinson personally.

The only other way I know I can do it is if I record them into my roxio recording lab in my old computer, remove the track break to combine the 2 tracks in question, retitle the new track & then load it into I-tunes again, but that is too much work!!!!