I went in there and separated and you can separate it to the 1000 of a second, and thats what i did, consecutivly, so track 1 ended at say 15:34.365 then track 2 started at 15:34.366.
I agree with what's been said here so far - use CD-Wave - but just because it hasn't been explicitly explained: Your problem is using 1000ths of a second as your cut point.
Because of the CD standard, the smallest whole unit a CD player can read is a sector, which is 1/75th of a second. Since CD audio is 44.1 samples per second, some simple math, 44100/75 = 588 samples per frame.
CD-Wave calculates all this stuff for you and basically 'rounds' your marker to the closest multiple of 588 samples. Like the other respondents have said, it's possible with a variety of programs, but it usually involves setting up your program to display in samples and then do the math yourself, or to display in frames and manually set 75 frames per second and then make sure you cut on those lines.
Another alternative is to keep doing what you're doing, and use shntool (which you can grab for free from
http://etree.org/shnutils) to fix your files after you've cut them up. The command you want is
shnfix -o shn *, with two caveats:
1) '-o shn' can be replaced by '-o wav' or '-o aiff' or whatever format you want as your output of the job. If you're making SHNs, this is a timesaver because you can fix/shift to sector boundaries
and convert to SHN at the same time, but if you just want to fix your wavs, then use '-o wav'.
2) Make sure that you run this command on either the entire show or entire sets. If you do this on a disc-by-disc basis, and someone wants to reassemble the show later on longer media (DVD-A, for example), they'll get the same clicks you've described when they come to the end of where a disc split used to be.
Hope this helps!
--Dave