I did this successfully many times in the past. The last time was maybe 1 year ago. Now after inserting audio CD and CD tracks appear, there is no Options near the right of the iTunes window to choose when Shift key is held down.
The Join CD tracks option only appears if the CD is sorted on the left-most column of numbers in ascending order and two or more consecutive tracks are selected.
Note it must actually be that left column, not track number or album by artist, or another column which could give the same order, but not enable the option.
See Audiobooks on iPods for further advice if you're importing audiobooks.
tt2
The Join CD tracks option only appears if the CD is sorted on the left-most column of numbers in ascending order and two or more consecutive tracks are selected.
Note it must actually be that left column, not track number or album by artist, or another column which could give the same order, but not enable the option.
See Audiobooks on iPods for further advice if you're importing audiobooks.
tt2
How to join CD tracks for import into iTunes Library on Windows PC?
