This article is from the CD-Recordable FAQ, by Andy McFadden (firstname.lastname@example.org) with numerous contributions by others.
A "cross-fade" is a smooth transition from one track into another. If done
properly, with compatible music, the tracks appear to blend into one another.
Some of the fancier recording applications, such as Sound Forge
(http://www.sonicfoundry.com/) and Waveburner (6-1-55), will do cross-fades.
An "Advanced CrossFading" plug-in for Winamp can do them; set the output
device to a file on disc (with a "disk writer plug-in"?), and play the
music you want to record.
It's important to use disc-at-once recording when writing the tracks to
avoid having two-second gaps inserted. See section (3-26).