I don't remember if WMP actually "remembers" your sorting preference. Stupid and irritating if it doesn't.
WMP uses a tag called "Album Artist". Reason being the main artist (e.g. Eminem) is considered Album Artist, and all contributing artists will be listed in the artist tag.
Also, for multi-artist albums, the Album Artist becomes "Original Soundtrack" or "Compilation" (if you have WMP tag it when you rip) which allows tracks in the compilations, soundtrack, etc.. to be grouped together, but you still get to view the individual artists. It also helps with folder organization (if you let WMP organize your music directory).
Music Root/Album Artist/Album/Track# Track.xxx becomes, for example:
My Music/Original Soundtrack/End of Days/01 Camel Song.wma
instead of:
My Music/Korn/End of Days/01 Camel Song.wma, which leaves you with the tracks all over the place.