Disable 'Do not play silence' and set 'Switch tracks' to 'Gapless' in Options > Playback.
If there's still a gap, it could be because you're switching sample rates between songs. In this case, you have to use DSP Studio > Output Format to resample to a common rate, or live with a little gap.
(ps. I was typing this while audioriver replied, but I'll post it anyway)