There is a couple of ways I know of (There is more no doubt)

Audio Editing Software (Soundforge, cool edit etc) : Cut the tracks up in to seperate files naming them 01 – XX and then burn them in order on Nero making sure you select disc at once or there will be jumps at each track point.

Cue Sheet Editors: Use a free cue sheet editor program (search on downloads.com) to insert track marks and then burn the cue sheet file as an image on Nero.

Anyone got any others?