I have been using this approach "web Radio" only for a short period now.
I was wondering if someone can help me. I need to know if there is a fade In or fade out button, that I can use.
There is a gap between songs that I wish to eliminate.
Does anyone know what to do?

1- If you are broadcasting LIVE then this a function of your software.   Depending on what software you are using (SAM, OTC, Station Playlist, etc.) you can do it.  If you are using WinAmp to broadcast, then you can't.

2- If you are using Auto DJ in Centovacast, go to the Auto DJ tab in the control panel and there is a setting (Crossfade length) to set the # of seconds to fade.  If you don't see the setting, ask your Stream Host to enable it or change it for you.