Yes that's a bug in in_cdda.dll plugin.
This can be, for the moment, solved by using another plug-in for the audio CD: in_cdreader.dll (see http://www.url*****~copah/).
This plug-in uses the DAE (Digital Audio Extraction) function of the cd reader (no audio cable needed).
Then, you can use output plug-in like SqrSoft Advanced Crossfading, Dudsoft Gapless, or Nullsoft Crossfading, to prevent winamp doing mess and pauses between tracks... and this is also valid for mp3.
But yes, there is still a bug, and in_cdda.dll must work w/o any problem.