I am not sure if this will help, but, there is a "crossfade" setting on itunes. I am running itunes 7.0.2. One the menu, go to:
Edit->Preferences then click on the "playback" tab.
There should be a "crossfade playback" checkbox.
For me, it doesn't matter if the box is checked, my DP's do not fade in or out. but (hopefully) it will make a difference for you.
There is another option. I typed in "crossfade" into itunes help, and there was a help topic called "playing albums straight through":
To override Crossfade Playback for specific songs:
select a song and choose File > Get Info.
Click Options.
Select "Part of a gapless album."
Tip: You can select all the songs at once (press Command as you select them), choose File > Get Info, and then choose Yes from the Gapless Album pop-up menu.