I used to use Musicmatch (www.musicmatch.com) and it worked great. The only thing I didn't like about it is that it was always running, even when you closed the program. But it worked fine for burning music to a cd, whether it was .mp3 or regular cd. It lets you pick the format you want to use.
in windows xp you can just drag the files you want to burn to your cdrw drive and go to file->write these files to a cd. no need for another program to write data cds.
