Just a note,, in the process of creating an MP3 a tiny amount of time is inserted at the beginning of each track. So, in most cases, re-joining a mixed comp which was saved as individual MP3 files will still result in a small gap... how big that gap is depends on a pile of things like how the file was created and what options your burner has.
If you really want it to play right you may need to copy-paste the parts into a program like Wavelab/soundforge and remove those tiny gaps and then resave the whole thing as a single file.