It's all about the metadata associated with whatever songs you have. Sometimes the Zune Software uses "fuzzy matching" to associate the songs in your collection with songs in the Marketplace / AMG.
There probably isn't much you can do for the issue with Dead Letter Circus (since the artist isn't in the Marketplace), but for the you can use the
Find Album Info tool in the Software to re-associate that single 311 song with a different album, instead of that compilation album it's currently being linked with.
Corey Shuster
2009 Microsoft Zune MVP
My responses come only from personal experience.