I use
Acoustica MP3 Audio Mixer to mix the tunes (I can't thank Kosmo enough for this software tip!!!). It allows me to fade tracks, adjust volumes and play tidbits in the middle of songs.
And Roxio Easy CD Creator to burn the mixes, although Acoustica makes burning software that plugs into the mixer, I've never bought it because I have great success with Roxio. Roxio makes the burning software that most Media Libraries use, including Napster and WIndows Media Player. I'm not sure about Real Audio or MusicMatch though. Roxio allows me to track at once as well, which is required when fading between tunes. They also have a Disc copier that I use when copying one CD to another.
If I'm just copying a CD track for track out of my digital library I use Windows Media player 9.0 because it's simple.