I'm guessing you have some form of CD Writer. Therefore, open the program you burn with, select the option to create an Audio CD. Select the tracks you wish to put on a CD and burn away. During the process, the program will convert the mp3's back to CDA. The CD can then be used in any ordinary CD Player.
However if you want to convert them to CDA and NOT but them on disc..
Why would you want to? Mp3 files are MUCH smaller than CDA files and the difference in quality isn't really noticable unless you encoded them at a low rate (i.e. 128kbps). Get a program like iTunes which can encode them at a max rate of 320kbps.