Downloaded albums out of order

[SeeEss]

I bought an album from iTunes. It downloaded into iTunes. I connected my phone to my computer and iTunes. The new album is in. Protect song sequence in iTunes. But the song order is scrambled on my phone. It says Shuffle at the top but I DID NOT want the album this way. Also, on my phone it indicated a cloud to the right of each song. However, in iTunes it is correct. How do I fix this so the songs are in order on my phone? And why is it showing the cloud? All songs play so on my phone ( out of order &#128558 Help?

 

[SeeEss]

I MEANT proper song order.