Hi and welcome to iLounge.
The usual reason for this is that those tracks are set as "Part of a Compilation" in iTunes, and you have the compilations grouping setting enabled on the iPod. Sometimes the information in CDDB when you rip a CD will have the "Compilation" flag set incorrectly, and this sometimes also happens with content from the iTunes Store.
Generally, the "Part of a Compilation" flag is used for albums that have different artists, so if all of the tracks on your album are by the same artist name, you might just want to disable this setting for those tracks. You can do this by going into iTunes, selecting all of the tracks, and choosing File, Get Info, and then setting "Part of a Compilation" to "No." These tracks should then show up under their proper artists.
The other option is to turn OFF the "Compilations" setting on the iPod itself. For the pre-2007 iPod models, this was found under Settings, Compilations on the iPod. For the 2007 iPod classic and nano, it's controlled by whether or not you have the "Compilations" menu set to display under either the Settings, Main Menu or Settings, Music Menu options.