@DSLJay
When you say gaps between songs do you mean like a 2 second gap between each track? If so, I know Nero does that too by default but you can change it manually so there's no gaps between tracks at all... I know Nero has done that at least since version 5.. probably before that too though.. I only started using Nero as of version 5 though so I'm not sure if they did it before that or not.... If that's what your talking about..
I've actually never used Windows Media Player to burn cd's or dvd's come to think of it....
Also, Nero allows you to setup crossfading between tracks too.. which is a great feature in my opinion