Dan,
The software that Marbles was asking about does not provide this capability. I also fired up Nero to see if this was an option and I didn't see a mix option on the menu.
You could use an audio editor like
Audacity and edit the tracks to fade them in and fade them out and then record the disc with a no gaps between tracks option. This would approximate a mix.
To do a true mix you could use an audio editor such as Audacity to create one big composite track with the songs you like mixed together. This will be a fair amount of work and the exact method will depend on the editor you choose. I only mentioned Audacity because it's open source and this won't cost you anything to play around with. There are plenty of commercial products that will do as much and more. One thing to keep in mind is that if you create a large composite track and then burn it, you won't have individual tracks when playing the CD. You can create a special file called a CUE file that can add track numbers but this is probably more involved that you want to get since you mentioned that you are fairly new to this.
Don't know if this has been much help but I hope it at least gives you some ideas. Best of luck.
Mike