cue files are the only way ive done it for years

Code:
FILE "Chris Miles - some mix blah blah.mp3" MP3
TRACK 01 AUDIO
INDEX 01 00:00:00
TRACK 02 AUDIO
INDEX 01 03:00:00
TRACK 03 AUDIO
INDEX 01 06:00:00
TRACK 04 AUDIO
INDEX 01 09:00:00
TRACK 05 AUDIO
INDEX 01 12:00:00
and save that as say "Chris Miles - some mix blah blah.cue"
then with nero find the option "burn image" and then select the
cue file and it will burn it with the gaps at the track index's above
without spaces and without you needing to go through the painfull
process of splitting a audio file into lots of small ones.

for audio purposes the TRACK number is the only one that will
increment. the INDEX number will always be 1.
and the time format is in mins:secs:milisecs
If you want to use a .mp3 file it has to say MP3 after the
filename in quotes. if you want to use a .wav you need to
have WAVE after the filename