Copying MP3 files to CD

I am trying to copy downloaded mp3 files to cd-r without any success. When selecting an mp3 file to copy, my cd writing software (adaptec cd creator)says that it does not regognise the file as it is not a .wav file, is there any way of converting mp3 files to .wav files? my cd rewriter is a Hewlett Packard 8200.
Many Thanks.