No, this is not possible with the Artisan CD/DVD Burner application. According to its description, you can use Artisan CD/DVD Burner to burn CDs or DVDs.
Crossfading is done in a mixing application. You need to mix the files and record the output to a single file, then burn that file to the CD in DATA or Audio mode. Data mode allows you to have additional files on CD/DVD while Audio can have only Audio tracks.
I recommend Mix Meister to create a mix with crossfading support: http://mixmeister-fusion.software.informer.com/