I believe I have solved the problem. Instead of going to a folder to play said album, go to artists in the menu then click on the artist. Then a list of the albums appear for that band (if you have them organized that way). Then click on the album...boom! Your albums will play in sequence!
Shuffle was indeed turned off. On the thumb drive, they are listed in sequence. But when I play it in the Equinox, they are played alphabetically. I just can't find any information regarding this. Surely, I can't be the only one who is having a problem with this.
I went and checked just now but shuffle was not on. When I pressed shuffle the circle around the button turned blue. Anyways it seems it's playing the songs in alphabetical order instead of in sequence.