If you start an Audio CD project in Nero, then it will convert MP3 to audio CD - most half-decent burn programs all do!
The issues that do arise are:
1. Some don't like VBR (older Easy Cd Creator, particularly)
2. MP3's with 44.1KHz sample rate (not bitrate!) are well tolerated - if mono, they will probably be doubled to dead centre stereo.
3. Sample rates of 22.05kHz and 11.025KHz may be upsampled 2x or 4x without complaint
4. Sample rates of 48, 32, 24, 16 or 8KHz do not have a simple comversin to CD standard - some programs can do the "hard" conversion, while many others will reject them http://sox.sourceforge.net/
- Sox is reckoned to be one of the best converters around - if you read the info, the polyphase has the best performance in everything except speed, band limited resample in the middle, and linear interpolation (the easy software method) fares quite badly