I have several continuous MP3 mixes I want to burn to audio CD. Is there software that will allow me to add track numbers to "jump" to the different songs?

You need to download or create cue sheets.

They will store track breaks and allow you to burn it to CD with multiple tracks (gapless) or play the single mp3 as multiple tracks (gapless).

Several programs allow you to play off a cue file. Foobar & Winamp being the most common.
JXL

Edit: Typos

Metrolike!

thanks JunkieXL

If you want more info on programs that can burn CDs using cue files I would recommend reading the wiki.

I mainly use EAC or burrrn. burrrn is a little more user friendly when working with cue files as it has cueditor. A program that helps you make alterations to track names, file types, etc...

It's really a great program.

I use EAC because it allows for drive offset settings. Meaning you can store lossless audio files that were read with offset corrections and then burn with the offset corrections to get as close to an exact copy of the original CD as possible.

Greatest part is that they are both free programs and create great sounding audio outputs.
JXL

In addition, there are sites that offer cue sheets for downloads. cuesheet heaven is one. But as JunkieXL said, you can generate your own cues with CueMaster, GoldWave or any text editor.