Much clarification needed (and maybe a screenshot) in order to give you any sort of intelligent answer. In particular it's important to mention what version of iTunes we're talking about.
I'll give you a couple of wild guesses based on my patented psychic ability though
1. Any songs in your song list UNchecked? iTunes will skip right over those.
2. In the songs view, how are they sorted?
3. Are you ABSOLUTELY SURE you don't have shuffle on? In iTunes 11, you have to look here:
(in this picture, shuffle is OFF. When it's on the shuffle icon is blue.)