Sorch - if you have Audacity, you can do it easy-peasy. You play the file until you get to a suitable point, then select that section, cut it from the original file and paste it as a new file. Save the new file as track_01, then repeat the procedure and save as track_02. Keep going until the original has gone, but don't save the empty file!

PM me if you need talking through it.

The problem with 'continuous' tracks is burning them to CD. You must use burning softwasre (Nero %.5 onwards is fine) that allows you to remove the 2 second pauses at the start of each track.

Most MP3 players are pretty hopeless with continuous tracks, it's rarely possible to find one that doesn't either clip the start and end of the track, or do an automatic 'crossfade'.