you can write a .cue sheet so the mix will be cut into tracks upon burn. There are also a heap of programs that can split a mp3 file using a .cue sheet without the need to burn it first. I use CD Tag, ain't free though. .
cue sheets are easy to write as well, you can either just grab an exisiting one and open it in a txt editor and go for there, or there is at least 1 net based program that ...