Thanks Guys n gals I'll try Nero although i just want to convert but not burn. As people have said Audacity will have nothing to do with .cda files from a cd, nor wma files which is the only format that my version of windows media player rips to. Can't see an option in wmp to convert to mp3 so i guess it must be version 9 or 10.
Edit....version 9 so could be time for an upgrade