Mac Osx: how to burn mp3 disk

I use OSx 10.3, and have downloaded mp3 files which contain video (something using an smil extension). I want to burn these in my superdrive to play in my car mp3 player. My questions: Do I need to use special disks, as opposed to cd-r’s? Next question: the mp3 I downloaded came in 24 different hour modules which appear on my desktop as 24 separate files. How do I burn these with the apple osx, do i need any special software? I cant see any mp3 options in my help files. thanks,.