I recently posted a topic in the Technical Support section about using a .CUE file to split a continuous MP3. You may have noticed this when downloading music from say, DreamensioN.
Here is a tutorial I found on how to go about this, in the very easiest way, without burning an image
Click Me!
You will also need the program from here (only 90kb):
Right Click, Save Target As
Hope it helps!
Mitch
EDIT: Attached .zip file in case that link gets shut down one day