Your current burning software probably lets you do this. You need to make sure whatever you'll be playing the mp3 CD on will play mp3's. (Which excludes a lot of domestic, in-car and portable CD players).
If you're trying to get them from the Audio CD to MP3 format saved on your computer, you can 'rip' them into MP3 using the lastest (and other recent versions of) Windows Media Player, or you could use a third party program like dbPowerAmp