Help!!

I just bought an audio CD book to download onto my ipod (to make a 12 hour flight to LA next week a bit more comfortable).

The book has 12 individual CD's which I have started to import to iTunes. Each CD has untitled numbered tracks (track 1, track 2 etc....).

My problem is that the iTunes library sorts the list into all the 'Track 1's' then all the 'Tracks 2's' and so on. Am I right in thinking that when I download to the iPod they won't be in the sequence of the chapters? If so, how can I rectify this other than loading each CD onto iTunes individually and then onto the iPod in the same way?

Hope this makes sense. Thanks in anticipation.