I would also guess that it's your player. I've created tons of DVD-Audio disc with dvd-audiofile, and none of them have gaps when played back on my Denon player.
I think Scott Brown said that flac works better for some reason?
it's just because some programs put "junk" the file header when saving wave files, and dvd-audiofile can choke on that "junk". with a FLAC file, you won't have any of those potential problems. but I've created DVD-audio discs with both WAV and FLAC files as the starting point - no problems.
could burning the dvda with nero be my problem?
I really doubt that Nero is the problem. once the disc image is created (the .ISO file), it shouldn't matter which program is used to burn the image to disc. personally, I use ImgBurn, which is a great little program. it's free, so it wouldn't hurt to try burning the image with that program, but I don't think it'll change your results.