Analysis of Mark 4 and LASCO C2, C3 coronagraph data shows that, at the distance R ≤ 6 R⊙ from the center of the Sun, the thickness of a CME-generated shock-wave front (δF ) may be of order of the proton mean free path. This means that the energy dissipation mechanism in the shock front at these distances is collisional. A new discontinuity (thickness δ * F ≪ δF ) is observed to appear in the anterior part of the front at R ≥ 10 R⊙. Within the limits of experimental error, the thickness δ * F ≈ 0.1-0.2 R⊙ does not vary with distance and is determined by the spatial resolution of the LASCO C3 instrument. At the initial stage of formation, the discontinuity on the scale of δ * F has rather small amplitude and exists simultaneously with the front having thickness δF . The relative amplitude of the discontinuity gradually increases with distance, and the brightness profile behind it becomes even. Such transformations may be associated with the transition from a collisional shock wave to a collisionless one.