I don't get the point... there are two things you may be looking for.
If you are looking for the possibility to skip a song with your CD-Player and get fading effect: this is not possible to create. It doesn't depend to the burning software, it's a technical thing about how CD-Players work.
If you are looking for the possibility to get a fade between two songs (without having the standard 2second break between the tracks) it can be done with MC.
Add some files to burning queue. Select audio CD. Within the Audio CD options (I guess it could be found here: Action Window > Burn CD or DVD > Options > Burn Settings) you can select "Apply Cross-Fade and DSP Effects to the CD" and configure how long the break between two tracks should be or that crossfading should be used.
