I go in steps, I've done this the first time i discovered mp3s until present day:
1: decompress mp3 to wav in winamp (DiskWriter, Output)
2. edit it if I have to in a program called GoldWave
3. open up Easy CD Creator, go into Audio, bring them in, and Burn. Works all the time, and the CDs come out fine, no hassles.
danny~!