Assuming you created your Fade In/Out using the option under the right-click menu, look for the keyframe points at the beginning or end of the clip.
Keyframe points are little diamonds that indicate changes in the levels of the yellow horizontal lines running through your clips. On video clips, the line represents the opacity level and, on audio clips, it represents the volume level.
See how the line slants to connect the two little diamonds at the beginning or end of a clip (depending on whether it's a fade in or out).
Just click to select each little diamond and then press delete. When both of the keyframe points that formed the fade are removed, the fade will be gone.