here's what i do:
open one wav file (usually the 1st) then go to edit>create audio montage from wave (select whole range)
right-click the empty space after the 1st track
choose insert file(s)
select all the files but the 1st track (i switch file type to detail for ease)
check boxes line up on the current track and shift existing clips to the right
set the cd/dvd tab to dvd
click the cd/dvd wizard (magic wand) set pause b/w tracks to 0 and leave the box checked and apply
what kind of dvd-a player do you have?