There's no way to say "don't send me this disc until after you send me that disc". And they don't deal with multi-disc sets specially.
Case in point. I put the three discs of season one of Buffy on my list. I intentionally left a bunch of space between disc one and disc two in my queue in case the first one got delayed, since it showed as "Long Wait".
Sometime between when I put it on and when I receieved disc two, disc one switched to "Very Long Wait".
I have now had disc two for over a week. I dread returning it and ordering it again because I know as soon as I return it, they'll finally ship me disc one. But I'm not going to watch it out of order--I've never seen a single episode of Buffy yet so it would be foolish to go out of order.
I sent them email to complain about it, but they don't really have a suggestions box. So I phrased my email "I know you do this to make your life easier, but this is really silly and you should add this feature", and the customer service respose I got back looked like a form letter "push this button to send them the standard multi-disc reply" and totally just said a bunch of things I'd already put in my email. I hate that kind of customer service reply, because it's so blatantly "no, we didn't bother reading what you wrote at all, or if we did, we absolutely didn't care".