There are several ways to get the same result, it's up to you to decide what you find to be the easiest way:
1) Use a WAV editor (I'm pretty sure CoolEdit handles WAV files) and cut up the WAV file, open Nero and select the files you want to burn, in the left window of Nero select all the tracks except the first track, right click --> properties and set pause to 0 (default is 2).
Burn the CD
2) Use EAC (Free program), start EAC --> Tools --> Process WAV... open the WAV file.
From the Cue Sheet menu choose "Create CUE Sheet", now place the cursor where the second track (track 1 starts at 0 anyway) should start (Use the zoom and play options for accuracy).
When you're happy choose "CD Sector Adjustment" from the "Edit" menu and then "CUE Sheet" -> "Insert" -> "Track Start".
Repeat this for each track.
When you're done hit "Save CUE Sheet" from the "CUE Sheet" menu.
3) Find a program that's easier to use, maybe "Cue Sheet Generator" from JMS Audioware will do the trick ($50)