In addition to what thebradleys said, you can also change the release types Picard prefers in settings under Options > Metadata > Preferred Releases. If you prefer albums over other releases, drag the album slider further to the right. If you don't do compilations often, move the compilation slider further to the left. That does not mean Picard will never match a compilation, but if in doubt and there are multiple matches it will more likely prefer the album over the compilation.
Also your example suggests that you were tagging a single file. That makes it a bit difficult for Picard, as the exact same song will often appear on a lot of releases, especially if it was popular and was included on many compilations. If you have the whole album it is better to cluster the files first, and then lookup the entire album cluster.