This is where playing with your toys becomes very critical to the learning experience.
On the DMX Operator(not pro, I didn't splurge that far), there is a fader controlling change time. Move that up a bit or down a bit, and bingo: you can make super neat cross-fades.
Reading the manual isn't sufficient enough, but that's not an ADJ issue. You should spend some of your non-event time playing and learning. It's really the best way to go.