I have done it before too but you still need some sort of editor. If you want a bunch of tracks to flow or overlap the first thing to do is to create the long master track so it all flows the way you want. I am sure you can do it in Sonar as it is. DAW's that do have separate mastering pages make it easier that is all.
Once you have the long track that may consist of say 3 or 4 tracks the idea is to simply open up that total long track in some sort of editor eg Cool Edit Pro and simply cut the track at the points you want a CD player to find the starts of each new section. You have to make some decisions here as to what the 'start' of the next section actually is.
(If a new track starts with a transient then that is a good place to start but if a track starts in the middle of an ambient or slow section you will just have to make some point the next start point) The only requirement is that you make any cuts on a zero crossing point. Then you will end up with a long track that is now broken into 3 or 4 pieces. Simply make the final CD with those tracks with no silence between tracks. They will all butt up to each other perfectly and play exactly as they did before. ie all the 4 track will flow or overlap perfectly and you won't hear any joins or clicks either when you do.
(because of the zero crossing thing) But as the tracks are actually now separate items,
(they will now show up as such on the CD player) if you tell you CD player to jump to one of tracks in the middle of the group it will perfectly, and play from there. It will sound like the track was in the middle of something but we know that because of the long flowing nature of the overall track but you will at least be able to cue music sections within that group.