You need to burn as an audio CD rather than a data CD.  Most CD authoring
applications will convert mp3 to the correct format "on the fly" when burning
an audio CD.  Remember that you can only burn 74 or 80 mins of audio to an
audio CD depending on media.  You can burn a bit longer than that if you
either your writer supports overburning or you use 90 minute media although
not all CD players are happy with such media.