In Premiere Elements 4:
More than likely, the length of each song will not match the duration of the clips that you want to cover. Many songs have a silent portion at the beginning and end.

When you insert 3 songs to the same audio track (say audio track 1), you will cut the individual songs to fit, usually the beginning and/or the end portions. To make the music transition from one song to the other, you will fade in or fade out the beginning and/or end points' volume (either the "canned" fade or manual adjustment).

A better way is to use multiple audio tracks. For example, insert the 1st song on audio track 1, the 2nd song on audio track 2, and the 3rd song on audio track 1 or 3; each song should be placed under the appropriate video/picture clips. By doing this, the length of each song will not matter since they will overlap. You can then shift the songs in the various audio tracks so that they begin exactly under the appropriate video (without the silent part). Where two audio track contents overlap, fade out the 1st song's volume to zero, and fade in the 2nd song's volume from zero to the appropriate level. When the song's length becomes a problem, cut the song(s) in the audio track(s).

Despite your planning, the duration of a set of clips will rarely match the timing of songs. A solution is to lengthen/shorten the duration of the clip(s); another is to fade out the song; or use both strategies.