the problem with shared iTunes libraries is that it's not possible to 
create your own *local* playlists for *remote* content.

iTunes is limited to playback the media of shared libraries in the 
order you have it organized on the remote computer the shared 
libraries is offered by.

In order to offer the same level of comfort that you enjoy with your 
local music library, iTunes would have to be able to add media from a 
remotely stored shared library to a local playlist. That 
functionality, however, is not available in iTunes. And therefore also 
not via Remote Buddy.

Possible workaround:

Make sure your music library is sorted by f.ex. album name, so that 
iTunes sorts your tracks by album name and then by track number. Since 
iTunes will play back your music in the order its sorted, that should 
give you the functionality you look for.

Best regards, 
Felix Schwarz