Peel the fruits, removing bitter pitch. In a medium saucepan (nonreactive) place a layer of sliced oranges and sprinkle lightly with sugar. Place a layer of lemon slices on top and sprinkle with sugar. Continue adding fruit in alternating layers, each time sprinkling with sugar, until all the fruit and sugar are used. Cover and refrigerate overnight. Place uncovered saucepan over medium-low heat and bring fruit and sugar to a light boil, stirring occasionally, approximately 30 minutes. Allow fruit to cool. Stir in Creme de Cassis and serve with chocolate cake or mousse.