Audacity will do what you want.
Open the file, zoom in on the waveform if need be, set your markers, delete the rest then 'Export as WAV' or 'export as mp3'. Close the file do not save changes.
Do that for each chunk of audio then use Nero to burn CD selecting option 'no pause between tracks' (if that's what you want). If you don't have Nero, I'm sure there's some free burning software some of the members here use.
To use mp3's with Audacity, you'll need to import the lame codec, there are instructions how to do that at the Audacity website download page.
You mean to tell me there isn't a Linux open source software that will do this?