1. use MP3+G Toolz to convert them to bin files
2. create a cue file to burn each bin as a track
3. use nero to burn the image by selecting the cue file
4. ...
5. PROFIT
I've tried it once, the first song worked, but the 2nd one did not. I think I burned it too fast. You may have to set your speed to a low setting (4x, etc. etc.)