Combining tracks to play together while in shuffle

Sorry if this is one of those questions everybody should know, but I’m kinda dumb.  Anyway, I just bought the clip and ripped all of my songs from CDs using windows media player and some of the tracks are basically intros into the next song (like Pink Floyd’s Another Brick in the Wall, which is broken up into 3 tracks).  Is there any way to combine these into 1 song while in shuffle mode so they play together? 

You would have to physically combine the songs, using software like MP3Join.

Thanks for the information. I’ll try that.