When I rip a CD it only shows up as a complete album in My Recordings.

It will show up as 12 separate songs in WMP but just one folder in My Recordings. 

And are the 12 songs inside the folder?

yes

Why is that a problem?

Ok, I figured it out. It did show up in My Recordings as just an album but it shows up as the 12 separate songs on the fuze.