I think the best option would be to combine them so there is no definite pause, you can use nero wave editor if your version has it. Just open, drag files into it, and it has all the normal tools like cutting and pasting. When you are done you go to edit, and insert track split which creates tracks based on where you want to create them, then hit edit and save tracks as files. I mean that takes a lot of work, but it gets the job done.
But you can do it the lazy mans way. If your nero express has the ability to crossfade, just do that. Click any track except the first and last, then select properties. On the bottom it should give you an option to crossfade with previous track, just set it to like 1 second.