Put the songs in adjacent tracks. Move the second song to the end of the first song and then move it to the left so they overlap as much as desired. Do a crossfade (fade out the first/fade in the second).
The prior answers assume that your songs are single track items. If you want to transition between two MM compositions (each with lots of loops and stuff on multiple tracks) you will probably find it easier to mixdown/export each and then do your transition as suggested previously in a new project.