If you have a CD player at home or in your car that won't play MP3's, you can convert the MP3 files into WAV format and then burn those files to the CD, which should then play on most CD players.
Many computer-based media players will have the ability to convert MP3 files to WAV, and you can also use standalone audio converters to do this.
If you do a search for "MP3 to WAV converter" you will get many hits, some of which will include freeware options.
But how do you download the files?