I use Nero Express 6 to make mostly compilation CDs, and I typically go to PROPERTIES to trim the songs' beginnings and ends for a seamless continuity. The order of the songs is therefore important, and often requires a fair amount of rearranging. I think I remember that I used to play the entire list of 20 or so songs, so that I can pay close attention to only the transitions, but I can't seem to remember how I did that. Now all I'm able to do is play one track at a time, either by double clicking a song or highlighting it and pressing PLAY. If I highlight more than one song, it only plays the first. Switching to Nero Burning ROM doesn't seem to offer any other option.
Sorry can't help you on Nero 6, I use Nero Wave Editor and Nero SoundTrax. I edit the songs in wave editor and can either make one long track or limit the time in between tracks in SoundTrax. I used these when I was converting all my cassettes to CDs.