using sony sound forge 8 how do i get my(mix) recording so when burnt to cd to track as 1,2,3,4, and so on ?

I`ve recently bought sony`s sound forge 8,because i would like to edit my own Dj mix`s.(as like pre-bought one`s in shop`s)

When i record my mix on to hard disc as a 80 minute mix & then burn it on to CD it is as 1 big track,therefore if i want to hear the 2nd,3rd or 2nd,3rd last track i`ve got to keep my finger on the forward search button or back search button on my cd player to get to these track`s( this is driving me nut`s!!!).

I`ve tried using the help files on the program,which tell you to mark/region the wave file as to how many song`s i`ve mixed in 80 minutes,i`ve then saved what i`ve done to then burn mix to find IT DID`NT WORK.......IT CAME OUT AS 1 BIG TRACK AGAIN and another disc wasted(what i`m i doing wrong?,i say).

Surely,I must be doing something wrong,I`ve spent hours apon hours trying,I know it can be done ,it`s stairing me in the face but just can`t get it!!!!!!!!!!!!!!!

If you know what i`m talking about PLEASE please can YOU HELP me..A Very FRUSTATED Dj