1. Open both files in Wavelab.
2. Minimize the 1st file (the one you will be fading OUT of)
3. On the 2nd file, Edit > Select ALL
4. Bring the 1st file back up, and highlight the ending portion, using 3-5 seconds of the end of the file works pretty good, otherwise your transition won't be as smooth.
5. With the last bit of the Fade Out file (#1) highlighted, go to Process > Crossfade (I don't mess with the settings)
6. Listen to the transition to see if its what you're after. If its not, just don't save it, Undo, and you can try again, repeating steps 1-5 above, but using a different length of file #1 for the crossfade.
Hope this helps.