CDex is a CD ripper, i.e a program that read an audio CD and convert it into mp3.
To convert a .wav file into mp3 you need a different software. You may use a nero tool named "Wave Editor".
Simply open your .wav file and select from menu File the command save as.
Select a namefile and a format (mp3 in this case).
From options select the quality of mp3 (bitrate: higher = better quality, but also higher file dimensions, aka a minor number of files onto a disc. Usually a good value is 192 kb).
After this try to burn all mp3 files onto a DVD in ISO format. Better try onto a rewritable (if your standalone is able to read RW discs), to not waste DVDs.
That's all. Post result if this function: may be useful to other users