Insert your blank CD-R/CD-RW into your computer's CD-ROM drive.
Open the iTunes software application
Create a new playlist in iTunes of all the songs you want to convert to MP3's.
Click "Burn Disc" in the bottom right-hand corner of the iTunes window. Select "MP3 CD" from the list of options in the pop-up window.
Insert the same CD back into your computer's CD-ROM drive after it's finished burning.
Open the CD under My Computer or by using Windows Media Player. Click and drag the files onto your desktop for temporary storage. Open your Rhapsody software application. Click and drag the songs from your desktop into Rhapsody, which should now accept the MP3 formatted songs.