how do i copy to Cd from media player music files without gaps ?

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I have on my media player my music files. All are in year order and play order. I have them so that there is no gaps between the music and that they overlap as on the radio. However when I transfer to CD via my laptop the gaps appear and there are between 2 to 5 seconds gap. Is there any way I can copy these files to disc without any gaps. I would be grateful to you experts out there who could advise. Thanks in advance.