So when I insert an album into my 'play everything' playlist, or use the 'same artist' thingy on the remote, it won't pull those songs out of the regular running order?

When you insert an album (whether from the search screen or the playlists menu), those tracks are added to the playlist, even if they were there already (even in shuffle mode). When you use the same artist thingy on the remote, those songs are swapped into position from wherever they are in the playlist -- it won't find songs by the same artist that aren't in the current playlist.

Peter