Whether there are discrete pauses between songs that blend into each other will probably depend on whether they are saved as discrete files. As far as I know there is nothing in the encoding of a compressed audio file that indicates a relationship with another song such that the normal pause between songs should be eliminated when this song follows that song.
Anyway my peeve is that I can't simply upload music into the music box via USB. I spent a lot of time ripping all my CDs to mp3s and annotating those whose artist/title the CD database couldn't find. I'm not looking forward to doing that again -- one out of the three CDs I've loaded onto the music box so far was lacking artist and title information -- I'm 3/14th of the way through editing the title/artist info for that CD