If you use Roxio, there should be a "gapless" burn option. If the silence is actually within the track itself, you'll have to edit the track with a sound editor to get rid of it...'cause I'm not sure if Roxio will not record that type of gap. Not sure, I don't use Roxio.
Nero has an option to remove silence. Also, as mentioned, a sound editer can remove all the silence at the beginning and the end. It can be time consuming to do a lot of tracks this way.
I use Nero and it has 2 options when you burn a cd:
-no pause between tracks
-normalize all audio files.
Never used the first one but I assume this is what you are talking about. Not sure if it makes the cd one long track or just deletes the "0db parts at the beginning and end of a song.
Nero here also and like Joe says, just click the "no pause between tracks" and they dissappear as long as the silence isn't on the song itself. I use "audacity" do remove silence at the end of the songs. You can edit them with this program. It's free, just do a Google search for it.