Your CD burner should be able to convert mp3's during the burning process. Nero, Roxio & most well known brands of burner programs will do this. Take a look at Burning an audio CD from your MP3's.

BTW you can still download WAV or AIFF or apple lossless (m4a files with a bit rate higher than 320 kbps) or FLAC or APE, etc. if you can find them.