Sonic foundry has a soundforge plugin called CD architect, which enables you to splice with markers and burn right from the software... it worked amazinly well and i loved it. But it didn't work in windows 2k when I upgraded it.
Don't cut and paste your tunes to split them.. that's a waste of time.
Just use nero, select audio CD, import your wav file, right click on it, go to properties, index splits & limits, and do your work there.
Once you spliced your file, select all the individual tracks it has split your wav into, right click, properties, and change the 2 second gap to 0.
Burn away.