How to Listen with a Regular CD Payer
It's easy and free with iTunes, which you might already have installed. If not, go install it: http://www.apple.com/itunes/
Now, once you're got iTunes running, drag your mp3s into its Library. Make a playlist containing the files you wish to burn to cd. Notice at the bottom of the playlist screen it'll tell you something like "24 songs, 4.7 hours". You need to split your book up into playlists which will fit onto an audio cd, which is under 80 minutes. So you'll end up with two or three chapters per playlist, probably, unless the chapters are tiny.
Now find the iTunes "Preferences" panel (might be called "Options" on a PC) and click "Advanced" then "Burning". Check the "Audio CD" button, and then "OK or "Apply" or whatever. Now look at one of the playlists you made -- there's a "Burn Disc" button at the bottom. Click it and shove in a blank disc when prompted.