Until someone comes with more knowledgeable advice I can offer my bit of experience on your problem. The MP3s you are adding into Nero come with their own "built in" gap at the start and end of each track and will therefor be heard on your new CD. What you need, I believe, is an MP3 program that will join your tracks together so that they all become just one long track, i.e one MP3 and not lots of them.
I use Magix Audio Cleaning Lab but I recon there are some free software programs that can be downloaded that will do the job for you just as well.
Hope this is useful to you.