Do you have any CD-R (not RW) media? If any type of recordable media is going to work, thats going to be it.
If its just a case of copying the MP3 files on to a CD as MP3 files, you should be able to use Windows XP's built in capabilities to do it. Try opening the blank CDR in My computer and then dragging your MP3 files onto it. You'll then have to click the "Write these files to a CD" button on the left.
If you are using Vista, I'm sorry but I don't know what the process will be. I'm sure its got the capability though.