Are you burning the mp3 music as mp3 files on an ISO 9660 data disc, or are you converting them to CDA format and burning a regular CD audio discs?
If converting to CDA format, then what you are seeing are the two-second pauses Nero (and all recording software) inserts by default at the beginning of each track when making a CDA audio compilation. It's part of the CD audio standard. You can see length of the pause (skip/gap - call it what you will) associated with each track by inspecting the "Pause" column of the "Audio x" compilation window in Nero.
To change this value, select each track, double-click the title, and then set the "Pause:" value to 0 on the "Track Properties" tab of the "Audio Track Info" dialog that pops up. You may be warned when you actually attempt to burn the compilation if you set the pause for the first track equal to 0 because some burners can't support a zero-length pause before the first track (an initial gap of 0 is against standards). If so, let Nero readjust the pause for the first track, or don't set it in the first place. The length of the pause before the first track doesn't really matter since the music hasn't started playing at that point and you can't notice any pause.
You may also wish to play with the "Cross fade with previous track" setting in the same "Track Properties" tab in order to make smooth transitions for live concert tracks or any situation in which you want the two tracks to blend together rather than abruptly switch.
I don't know of a way to change the default setting for the pause to zero (or any other value than 2 seconds), but you can change the setting for multiple tracks at once by shift- or control-clicking to select multiple tracks, right-clicking, and then selecting properties. This will call up the "Audio Track Info" dialog mentioned in the previous paragraph, but under these circumstances the changes you make will apply to all of the selected tracks.
If you are burning your music as mp3 files on an ISO 9660 data disc and hearing gaps, then either you have silence at the beginning or ends of the mp3 files, or you have an issue with your mp3 player. If the mp3 files themselves have silence at the beginning or end, you will have to edit out the silence, probably by converting to .wav and using something like Nero's Wave Editor. Then re-encode.