It means that most likely you are burning with IMAPI on Windows XP.
Mp3 CD Burner has two different burning engines it can use: Goldenhawk and IMAPI. IMAPI is Windows XP's own burning engine software. It does not have the ability to burn CDs with no gaps between the tracks. If IMAPI is on, you'll have the option to burn the CD as one big track in order to make a seamless CD. You can try turning IMAPI off, but the software may not recognize your CD drive.
First, make sure you've got the latest version.
To turn IMAPI off, open MP3 CD Burner, click on the File menu and select Preferences. In the CD/DVD Burning preferences, uncheck the "Use IMAPI for burning" option. If your drive isn"t recognized, you can go into the General preferences and try it with and without the "Acoustica ASPI" option.