Firstly you cannot export projects from Cubase as MP3 files and not many CD players will playback MP3 anyway. And it's a crap quality (compressed) format, so not a great idea!
If you want to put a Cubase project onto CD then export it as a 16/44.1 .wav file.
If you needed an mp3 to put on your ipod or to host online you could convert the wav to mp3 very easily using a jukebox like winamp or itunes.
The manual should cover it.