the way mixandmaster suggested can lead you on the right track, but you will still probably here a slight change in tracks. This is because you need to get every track to end at exactly where the next block of CD data starts. In each block of data on a normal CD there is 588 samples. If you end at, say, the 335th sample, the next track will start at the next block leaving a gap of 253 samples. This can be noticeable. And Mixandmaster's way of crossfading will work best for DJ mixes and other similar projects but you probably don't want a crossfade from the intro of a song right into the 1st verse. So here's the way you can do it (some of these commands i'll mention are Pro Tools specific since that's what I use to do this, but I'm sure you can find them in other programs too):
1) In your multitrack program place all the songs on one track in order
2) Make sure they are each shuffled up next to eachother.
3) Place markers where each song starts so you can find them later
4) Select the first one and find out how many samples are in it
5) Pull out a calculator, take the number of samples in the first song...divide by 588. Round it to the nearest whole number
6) Multiply it by 588.
7) This number will be slightly different than the first one but you only by a small fraction of a second.
8) Do a time compression/expansion and change the length of the first song to the new numbers of samples that you got
9) Do this to all of the songs
10) Bounce all the songs down individually
11) Then when burning just do what mixandmaster suggested earlier. Open up Toast or something and change the Pause to 0 sec in between the tracks.
The transition between intro and song should be seemless. Good luck.