Then Philips sucks, because every other piece of software I've ever seen does explain the difference. You get 10 extra newbie points for realizing that trying it would teach you more than the manual anyway.
Just in case an archaeologist from the year 2525 comes upon this and wants to know the secrets of CD burning in the year 2000, here's the rules:
1. the normal setting on most CD burning software gives you a 2-second gap between tracks when you're burning in "normal mode" (track at a time).
2. if you burn "disc at once", you will not get any added gaps between the tracks, so if you want time between the tracks you have to add your own silence before and after.
3. you will always get track markers when you have separate tracks identified in the software, so that you can jump directly to any track you wish.
4. the corollary of the above: if you want an uninterrupted 55-minute dance mix, but still want to have track markers between tracks, you have to split the music into separate WAV files, not add any silence to them, put them into your CD layout as separate tracks, and burn in "disc-at-once" mode.