The gaps you are hearing are actually a function of MP3 technology. Some other MP3 players work around this issue by doing cross-fades between songs or compressing the MP3 headers to decrease the gaps to something that is barely distinguishable. However, this is not done on the iPod.
Currently, the only way to prevent this from happening is to record these CDs as one giant MP3 file. iTunes has this option available. MMJB does not, however there are other Windows programs that do. Check out the Software Compendium for a list of good Ripping/Encoding programs.
Update – Sept 14 2006
With the release of iTunes 7, Apple has at long last addressed the issue of gapless playback. When iTunes 7 is first installed it scans your library for tracks which will benefit from gapless playback – it also does the same when you connect an iPod which is compatible with this feature. Gapless playback enables the continuous, uninterrupted playback of certain albums which were meant to be played without the short gaps that iTunes and previous iPods had to place between tracks. Good examples are live concert albums and electronic mixes.
To enable gapless playback for these albums, select the tracks in the album, choose “Get Info” from iTunes’ “File” menu, toggle “Gapless Album” to “Yes,” and click “OK.”
With this tag set properly, the iPod and iTunes will automatically play the tracks without gaps.