Right, there's a knack to this. Make sure that only the album you want to listen to is in the finder window - if i search for 'pink floyd', and then play Speak To Me/Breathe, I get a little gap between it and On The Run. If I search for 'pink floyd dark side of the moon', and play the same two tracks - no gap.
Give that a go and see if it helps. If not, try this - did a quick flick through the whole album, and I still got one little gap. I then selected all the tracks on the album, right click/get info - in options there's 'gapless album' - I changed that to yes, and that final little gap disappeared.