Thanks all three of you! All of your responses helped me figure out how to do it.
What I had done
was I found this thing online:
And I put the first command into the terminal and got a .wav file (and of course I had the original mp3 file as well). I tried the second command but it did nothing.
Then I put a cdr disc in the computer and went to Xfburn player in my Xubuntu accessories. What I did wrong was I did a data burn instead of an audio burn.
And I did the burn with the mp3 file, not the .wav file, so I'm thinking that's what Evo2 was talking about with some of the programs doing the conversion for you.
Bottom line: it worked and the CD plays in all my CD players.
Many thanks guys!
P.S. Evo2, we must've been doing our posts at the same time, but like I said, I already got it working. Thanks!