If you just want to make a basic mix with some house tracks or something Damo, you can try NI Traktor DJ studio, basically two virtual decks with pitch, a cross fader, EQs, and some basic effects. You can record a whole mix set and it will write it for you as a wav file. Pretty cool to stuff around with.
Once you have the written wav file from Traktor, use Nero to burn it to CD - use the Nero Wav editor (like the guys have said above) to cut it up in desired spots, tick 'no pause between tracks' when you go to burn to CD. Ive been using Nero wav editor like this for ages when cutting up DJ sets and burning em to CD