Are these gaps in the songs really there? Sometimes if LW is too busy, the LW media player suffers in performance. So 1st double-check the songs in iTunes to see if they really do have gaps.

If they do then you have a choice AFAIK. You can delete them & redownld from a different source or you can open them up in an audio editor & edit out the spaces. If you don't have an audio editor you can get a free one here: http://audacity.sourceforge.net/windows.php but make sure you downld all the xtras. There's also one for mac ... just select mac on the left window.