I probably do things the hard way, but they are effective.
After I have recorded my mixset into my audio software (I use Cool Edit Pro), I make sure I save it as a wav file for optimal quality. (You can convert it to an mp3 if you want after, I just always use wav for burning cd's.) Once the set is saved, I then begin the process of cutting it up into tracks. I highlight the area for each track and copy to new file and save each new file numerically as a wav file. (01.wav, 02.wav, 03.wav...etc) Make SURE the highlighted areas do not overlap or miss any portion of your mix or the cd when burned will not sound right. If your audio software allows you to put cue points in the mix that's great, because then you can just highlight between cue points and save those.
I need to stress this. DO NOT SAVE YOUR INDIVIDUAL TRACKS AS MP3! Even if you set your burner to 0 gaps, there is still a slightly noticable hesitation between tracks. For some reason, mp3 files will do that. They need to be wav files.
here is an example of my finished product ready to burn:
http://media.jitabeat.com/audio/dj404/mixsets/aLife/CD/Once you have highlighted and saved each section, you just load the files into your burning program, making sure they are numerically in order and the program is set to 0 gap between tracks. Burn your cd and wa-la!
Like I said, I probably do the hard way, but it works without fail.
