creating playlist for cycle class, no space b/t songs

All i want to do is make a playlist for the spin classes i teach so that the songs I play don’t have a space between them!! When I import multiple files into Audacity and press play, ALL the files that i imported play at once! so it sounds like mumbo-jumbo! All I want to do is import about 18-20 songs, have them play SEPARATELY (1 song at a time), but have the last 10 seconds of the previous song blend in with the first 10 seconds of the next song so that there is no awkward silences between songs in a high-intense spinning class. I know it really shouldn’t be that hard but I can’t figure it out! please help!!

After importing the songs, use the “Time Shift” tool (double headed arrow) to slide tracks 2,3,4… to the right so that they are positioned one after another. Leave a little overlap between the songs then use the fade-in fade-out effect (Effect menu) to fade out one song while the next one fades in.
Some links that describe the steps in more detail:
http://manual.audacityteam.org/man/Tools_Toolbar#timeshift
http://manual.audacityteam.org/man/Audacity_Tracks_and_Clips
http://manual.audacityteam.org/man/Effect_Menu#fadein

thank you steve! Gosh though, my computer must be slow or something but it is taking me years to move each song… it is probably not worth the hassle.