Download and install a file converter that supports ADX to Mp3 conversions. Many converters will cost money, but several offer trial demos. A solid converter that you can try for free is the WAV MP3 Converter.
Launch the file converter and click on "Add Files."
Choose the files you want to convert by clicking on them and pressing "Open." You can choose multiple files by holding the "Ctrl" button when you click.
Pick what type of file you want to convert to. If you want to convert to an Mp3, choose "To Mp3" in the drop-down menu.
Click the "Convert" button. You will be able to watch the progress of your file conversions.
Right-click on the converted files. You can either choose to "Play Destination," which will play the file, or "Browse Destination Folder," which will allow you to navigate to the file.