Help, Dear God In Heaven, Help!

OK. Here we go…This is my first post. I have read a lot on these posts (good info.), but I can’t seem to specifically find what I need. I have a long WAV file, and a corresponding cue sheet. I have used WM Converter, J River Media, Cakewalk Pyro 1.5, Windows Media Player and Windows Movie Maker, to get me to this point. What I want is to burn the file to a data CD (because it’s too long for an audio CD) with the cue sheet supplying the track numbers. Is that too much to ask in life? I ask you is it? I have added crossfades (with Windowm Media Player and Windows Movie Maker) to the WAV file (it’s all electronic music), and it sounds great on my compter. However, when I use Cakewalk to add the cue tracks, it saves the tracks as seperate files. Just for giggles I burned it as a data CD using Roxio Creator LE that came with my Dell computer, and there is about a nanosecond gap between each track, and it sounds awful (defeats the purpose of the crossfades). Please, can someone help me? I will do errands in return (wash car, buy groceries, take granny to the doctor, etc.). So, to recap, I want to burn the WAV as one long MP3 on a data CD, with track #'s, and of course the crossfades. Seriously, please, help a poor bastard keep his sanity. Thank you in advance.