You can also search for albumwrap. There's many albumwrap files out there (whole albums.) There's a program called Albumwrap which can wrap songs into a single file. Much like a zip or rar or sit compressed file. This can be played as a single file. But with Albumwrap Extractor you can separate these songs into their original individual song files. The only problem with it is that you don't have the names of the individual songs. Albumwrap is shareware but the Extractor is free. It's from Infamus Software & there's mac & windows versions:
http://www.infamus.com/albumwrap/
Other issue is that some people label them as albumwrap when they haven't been put together using albumwrap.