how to burn a cd from mp3 file and not have a click or gap between the songs

hi ,

i have a concert cd that i downloaded from a site that i paid for . the cd is a concert and has 27 tracks with the talking and what not between the songs . i tried nero 6.6.0.18 and went to make a audio cd and switched to nero express were it has a box you can tick that says no gaps . when i burn it i still get a click or the the next track starts abrupt . how can i burn this were the tracks are there and i cna keep the talk between the songs and no clicks or gaps . if i burn it as a disc at once will it be just one track or should i burn it as track at once , or does anyone know of any better program . thanks