By default, the songs listed under "Artists" and "Albums" on the Rio Receiver are alphabetical by song title and can't be re-ordered. It is hoped that the next software release will address this issue.
In the meantime, work around it by creating .M3U playlists. You can order playlists any way you want, and the player will respect that order.
Note that there are also third-party server programs for the Rio Receiver, you don't have to run the default software on the server computer. Some of these third-party servers may allow you to play artists in album order instead of alphabetical order. Jreceiver
does for sure. A list of third-party server programs can be found here