Need some help for my mp3/radio carplayer

[Lazalaza]

I have a mp3car player (Kenwood), and i have a question.
When i want to play a long mix with 16 numbers a can`t skip the to the next song (like a normal cd player) because it is 1 large mp3 file
but when i cut the mp3 file in 16 parts i get a 4 sec gap to the next song and that sucks...
Is there a program that splits the file but let it stil be one file????
can someone help me with that??
TIA..
(Sorry for my bad english i hope you understand what i mean)