Soundforge
Hi Mate
Hopefully this will help... once you have put your markers in these need converting to regions. Go to SPECIAL at top of page then select REGIONS LIST then select MARKERS TO REGIONS. A box will appear confirming what you are doing asking if you wish to proceed...hit yes. This action will convert all your markers to regions.
To save the project go to TOOLS at top of page and select EXTRACT REGIONS this from memory will bring up a box that asks where you want the project saved to, select your desired folder path and hit the extract button this will save the project with your track markings in your specific folder.
You can then use nero or similar programme to burn the mix to CD always making sure you opt for the ' no gaps between tracks' option if its a continual mix.
Any probs PM me I use soundforge a fair bit
Regards Jay