How to perform filtering on a time window for an audio signal?

> From your method, the filtered signal will have frequency discontinuity at
> the 3s and 5s boundary. This is not the stuff I really want. I want to make
> the boundary smooth between filtered area and un-filtered area.

You can interpolate if that is the case. The first and last samples of
the signal in the filtered area are averaged based on the samples at
the edge to yield a smooth transition.

> If you are using cooledit, you can select the time window signal and use
> the tool tp perform filtering from menu: "Transform->Filters->Quick
> Filters...". It won't add new samples during filtering. At the same time
> the samples will not change out of the desired filtered area.

Are there discontinuities though ?