Burning CDs in Ubuntu

I miss Windows Media Player.
It automatically converted whatever format the song file was and burned it to the disc for you.
But when I try to burn a CD with an Ubuntu program (I just tried K3B) it tells me I need to convert the mp3 to .wav.
So are there any programs or that I can use to convert these Mp3s into .wav?

Just use Brasero, it's the default burning program for Ubuntu.

I tried Brasero once and my CD player wouldn't read it.
I can give it another sot.

iTunes will run on Wine. :)

I don't have an iPod or iTunes.

EDIT: Brasero seems to be stuck on the step "Normalizing Tracks"

EDIT again: I restarted it and it seems to be burning fine.

Burned the disc. Popped it in the CD player. Nothing.