Locking some songs in a playlist

I have a large playlist that I normally use in shuffle mode, however there are certain, mostly live songs, that really work best together. Is there any way to lock two songs so they shuffle together? I could lock them into a single song with editing software but that has its own drawbacks.

I believe this has been a Feature Request for awhile. Please add your voice to that thread to show interest.

Here is one such: