I meant to mention - the cradle in my picture is totally custom MINI. You don't get it if you buy the changer on it's own - you get those generic plastic mounting legs IIRC which come with most CD changers. You have to screw into something to mount them, which I've never wanted to do...
If you don't have MFSW, you will need to use the head unit controls.
The changer scans into folders and it will play tracks in either alphabetical or numerical order depending on what you've called your files.
I made a disc up the other day with two folders in the root of the CD - one called 'Electronic' and the other 'NewOrder'. The 'Electronic' folder contained three more folders each with the tracks of their three albums in. The same went for 'NewOrder' - it had 7 further folders containing thee tracks of their 7 studio albums.
I named the album folders in order of release, so the first album folder was named '1.albumname' the second '2.albumname' etc...
Basically the playing order therefore was that the changer first looks at the root, so it plays 'Electronic' albums first (alphabetical) and because of the name of the albums being prefixed with a number, it then plays in numerical order.
The 'NewOrder' folder is looked into once it has finished with the 'Electronic' folder and again, as I prefixed numbers to the album folders within it, it plays in numerical order.
You get instructions with the changer as to the exact science behind it, but if you number your album folders and number the name of the MP3 files within the album folder it will always play in an alphabetical and numerical order.
Hope you understood that!