Sure, just unshare your iTunes library folder. Then add only those that belong to the particular artist. It's rather straight forward really. Remembering that the iTunes library is arranged thus: iTunes library>artist>album.
So, go to LW's menu Tools>Options>Sharing & press Add, Then direct your way to the iTunes music library, then to artist, then open the artist folder & select the particular album you wish to share. After having added all the albums (or artists) you wish to share, then press the Apply & then OK buttons. LW will then recount all the files it's sharing. Another way you can add folders to share is to go to LW's Library window, then go to menu File>Add folder to share.
In the example below, I chose to add the album called The First 30 Years by Chain.
