Ah this task is very easy when you know how to do it.
I suggest you get the free trial version of Nero from www.ahead.de.
Start an AudioCD compilation (and make sure you have selected Audio CD as opposed to any other format) and then just drag the desired MP3s into it. Then burn. The MP3s will be automatically converted for playback on normal CD players.
FYI there are lots of other CD burning programs out there (free and paid) that do this as well. Nero is very popular of course.
If you need something super-easy, try using iTunes for Windows. Yeah some people don't like Apple, but iTunes is still free, very easy to use and does what it advertises.