If you have windows media player 11 you can crossfade songs.
I am not sure about other versions of wmp, I don't know about burning the cd with crossfade affect either but here is how to turn on crossfade for wmp11, Open wmp, right click at the top if classic menus isn't enabled and click on view and then enhancements. If classic menu's is already enabled click on view then enhancements. If you've already created your own custom-made, then these will also by processed when crossfading is set up - however, the caveat in using this facility is that you can't crossfade tracks on audio CDs.
As mentioned before, crossfading in Windows Media Player 12 is disabled by default.#CROSSFADING IN VLC MEDIA PLAYER PROFESSIONAL#.#CROSSFADING IN VLC MEDIA PLAYER PASSWORD#.#CROSSFADING IN VLC MEDIA PLAYER SOFTWARE#.#CROSSFADING IN VLC MEDIA PLAYER HOW TO#.