How do you link two songs on itunes/itouch?Also whats a gapless album?

Whats a gapless album and i want to link some songs from tool(band).the songs i wanna link are "Eon blue apocalypse" with "The patient".i also wanna link other songs by them so how do i link them so one song will play right after that another.i wanna do this so when i shuffle they will play together.