If the songs are crossfaded so there are no silences, things get trickier… You can find and “mark” the start of a new song manually, but player support for “chapters” or songs/tracks in a continuous recording is not widely supported except on “shiny discs” (CDs, DVDs, and Blu-Rays).
One alternative is to split the program into individual files and use a “gapless” player. (Gapless AAC is easier and more widely supported than gapless MP3.)
Some player software (such as [u]foobar2000[/u]) supports [u]Cue Sheets[/u]. You can make a cue sheet with Notepad. foobar2000 also supports gapless playback of individual tracks.
With some burning software (such as [u]ImgBurn[/u]) you can use a cue sheet to burn a CD from a continuous file place the track markers wherever you wish.