A "Artist Collection" is a separate collection and a copy of all your songs sorted by artistnames and tracknames.
The finish is it to get this structure:

All what you need is the FoF - Song Manager 3.01 or above.
1. Select your song directory:

This should be look like this:

2. Click on main menu - Tracklist Functions - Create "Artist Collection"

3. Create a new folder and select it:

4. At the first time it's the same if you want to delete the content of this directory or not, because it's a new empty folder. maybe you want to add some music to your artist collection later then choose 'no', when you want to create a new artist collection choose 'yes':

5. The program now copy all your music into this artist collection sorted by artistnames and tracknames automaticly. Be sure that you offer enough discspace (e.g. if your music library (song directory) is 1 gb, so it copy 1 gb and you need totally 2 gb). Also it needs a while!
6. After copying reload your song directory and see this:

Now you have an exact sorted copy of all your music. If you want to play of a special band, just select the letter then the band then the song.
Important: It deletes no tracks, it removes no tracks, only it copy the music. But be aware, DON'T CHOOSE YOUR ORIGINAL SONG DIRECTORY AS YOUR NEW ARTIST COLLECTION and when the query is showing press "yes, delete the content", sure this will delete your music!!!
Information:
The function "Create Artist Collection" works over the table in the FoF - Song Manager. If you search after words like "red", it founds e.g. "Red Hot Chilli Peppers". Well, when you create a artist collection with only 3 entries in table with "Red Hot Chilli Peppers" it just copy this 3 tracks into the new or exist artist collection.