This is how the CDs came mate. I've numbered them so they are in the right order and makes it easier to know what DJ it is. If you want a 1 long continuous track, you can import them into a program like Sound Forge or Audio Cleaning Lab and just splice the tracks together.
These sets aren't sequential. Bits were recorded at various different Desert Storm events. By bits, I mean Mickey Finn plays one track, then it cuts off to a recording from another night of Randall playing maybe a couple of tunes. So you have an array of different DJs playing snippets of their sets. Basically they aren't continuous.