Splice-like gaps between tracks w/Roxio ECDC

I have the Roxio CD Creator Platinum 6 (upgraded with updates from their WWW
site to the latest version, 6.2 or whatever) and am trying to make a dub of a
concert. Using the program's Sound Editor, I have broken this large WAV file up
into individual tracks so when I play it, I can jump to specific songs.

Whenever I play this back with RCDC prior to dubbing to CD, or after I do dub it
to CD, there is a very tiny "gap" between the tracks, almost like a splice. I
have the "transitions" set to zero between all tracks in this program so there
will be no normal two-second gaps between each selection.

I have experimented using a movement from some classical piece of music which
has multiple tracks within the movement and found that these "splices" happen
when I try to dub that too (these files were saved as WAV files using the MS
Windows Media Player).

This problem is driving me nuts, especially since I had it once before, except I
can't remember what the solution was.

Is it something to do with the way the files (MP3 or WAV) are saved? Is there
some setting in Windows itself or in Windows Media Player that has to be
configured for them to play back correctly?

If you look at the files with a program like Goldwave and increase the
magnification to some massive amount, there is NO gap (i.e., a loss of sound) at
the beginning or end of the tracks where they join.