I HATE Apple sometimes! They do this minimalistic structure on softwares but, in order to do so, they lose track on the real stuff needed to keep the software content really organized.
So, about your answer: you can right click the voice memos, select "get info", go to the tab "options" and select "skip when shuffling" to avoid having it played on shuffle, as someone already said.
But, if your deal is about the aesthetics on iTunes, having an artist on the side tab called "voice memos", "iphone" or "ipod" under your music, what you can really do is selecting everything undesired on this tabs, such as "voice memos", side click over them, select "get info", and them going under the tab "options". After that, the first option is called "media kind" and, instead of "voice memos" - which are displayed on your itunes library, you select "podcasts" which are not.
Hope I helped! It worked for me. But you just have to remember that all this media will be available on podcasts only. Cheers!