If you have the albums identified in the right hand pane, you can do all the files in the album at once. See the following thread for more information.
Edit: Also, as I recall Picard has some issues with processing when the source files are on a NAS. I’ve gotten into the habit of staging the files in a directory on my local hard drive and then processing from there. Runs reasonable quickly, and I haven’t had any lock-up problems. Then again, I generally only process one album at a time in Picard.