in iTunes, when you've got the CD in the drive, highlight what you want to merge, and then go up to Advanced and hit Join CD Tracks. Then you can rip this as one. (also helpful to keep Headshot and Mr. Meowskers together, does anyone not listen to those together?)
I don't always liten to Headshot and Meowskers together. They're different in a lot of ways. Plus when I'm driving somewhere, I don't always have the time on the trip to listen to both, and I favor Meowskers a lot more than HS.