Visual MP3 Splitter&Joiner supports CUE files. A CUE file is a text file with detailed information about audio tracks in the file, including track number, track name, its duration, and so on.
How does it work and what is it for? If you have to deal with a big file, you can mark it for splitting in a CUE file. So you don’t actually split the file, but merely save the information about parts into a CUE file. Then you burn the large single file to a CD, adding information from the CUE file. You’ll get normal tracks for easy access along with non-interrupted recording.
CUE files can also be used with media players.