Here's the easiest way I've found with Mac.
1. Download
MP3 Trimmer (fully-functional shareware)
2. Open MP3 Trimmer.
3. Drag and drop the MP3 file onto the window. Wait a couple minutes while it processes.
4. Drag and drop the CUE file onto the window.
5. A new Auto-Trim window should open. Click the "Auto-Trim Now!" button, and you're done!
Only bad thing is it doesn't put the track numbers in the name or tags. If you want track numbers, you might want to edit the ID3 tag for each track before pressing the "Auto-Trim Now" button.