Well, search the forum for free multitrack software... I use Audacity for the final tweaking after I mixdown in analog, and it has always treated me well.
Manually Crossfading songs:
1) Bring all final stereo tracks into Audacity, on separate tracks
2) Align them so that they overlap in the proper manner
- End of Track 1 overlaps with Beginning of Track 2
- End of Track 2 overlaps with Beginning of Track 3
- and so on and so forth
3) Manually fade tracks:
- Highlight the portion of the end of Track 1 that overlaps with the Beginning of Track 2, and Select "Fade Out" from the effects menu
- Highlight the portion of the beginning of Track 2 that overlaps with the end of Track 1, and select "Fade In" from the effects menu
- etc etc for all tracks
4) Mixdown the set of individual tracks so that you have one long track comprised of the entire album, which now contains the crossfades.
5) Remove each song individually:
- Cut from the beginning of the entire track to the end of Track 1 and paste it into a new file, and export it as wav.
- Cut from the beginning of the entire track to the end of Track 2 (which now starts at the beginning of track 2, since you already cut and removed track 1 from the album-length track), and paste it into a new file, and export it as a wav.
- Down the line til the last song stands alone - export that to a wav
Now you have .wav files containing each song from the album, with the proper cross fades in place. So, when you burn these tracks in order to CD, you can hear the cross fading, but still be able to select individual tracks.
There may be other software packages you can find that have an auto-crossfade feature that creates a fade-out / fade-in between tracks that you select, making this much easier and less time-consuming, but I don't work with DAWs and computer multitracking beyond some mastering-level processing, so I have no idea. Might want to research the programs you find in your search and see if they contain such functionality.
Bare in mind that once the CD has these cross fades, when you skip to a particular song, the beginning will have the residual junk from the end of the last song. I've heard the occasional concept album that employed this technique effectively, but it usually just ends up being annoying when you listen to the couple of tracks you really want to hear (I think the last time I saw this on a professional release was on the last release of Days of the New)
Hope this helps... man was I bored at work!