I don't have an iPod, but here are some tricks to try.
Change the TRACK numbers on your MP3 files on disk one to 101, 102, 103, 104, etc and on disk two use 201, 202, 203, 204, 205, etc If you don't have many double albums this would be a quick fix.
I stash the track numbers as part of the actual MP3 file names. When albums have more than one disk, I'll also make sure the disk number is part of the file names. This then makes sure any dumb alphabetical sorting will work.
The Winamp to Apple product support is a bit patchy as Apple don't want you to use any player except for iTunes so there is no SDK. The newer iPods won't work at all with Winamp due to blocks added by Apple.