This article is from the CD-Recordable FAQ, by Andy McFadden (firstname.lastname@example.org) with numerous contributions by others.
Most CD recorders are capable of doing this, given the right software. The
key is to use disc-at-once recording instead of track-at-once.
Some programs give you a great deal of control. Golden Hawk's CDRWIN
(6-1-7) will let you specify the gap size for each track, down to zero, and
set the location of the track and index marks. You can put each track in a
separate file or have the entire recording in a single file. Other
programs, like ECDC (6-1-26), are easier to use but less flexible.
You will almost certainly need to use disc-at-once recording. Most drives
insist on inserting a two-second gap between tracks when track-at-once
recording is used, and those that don't will at best leave an instant of
silence between tracks. You can eliminate the gaps from a TAO recording by
putting the entire CD into one track, but then you lose the ability to seek
immediately to the start of a song.
Most PC and Mac software support both TAO and DAO recording modes. It's
prudent to check the web pages before you buy.
If you want to break up a long recording into several WAV files (one per
track), it's important to split tracks on precise 2352-byte boundaries.
If you don't, you'll get tiny periods of silence or noise, lasting less
than 1/75th of a second, that may be clearly audible depending on the
context. A handy Windows utility called "CD Wave" (section (6-2-16))
is good at splitting large WAV files into smaller ones, and can do so on
If you want to mix WAV tracks together, take a look at Multiquence,
http://www.goldwave.com/multiquence/index.html. A simpler merge utility
is "wavmerge", from http://www.mrichter.com/cdr/files/files.htm.