converting mp3 for karaoke machine

[DiscoStu]

I've downloaded cdg tracks in mp3 format for a karaoke machine, and they also have associated cdg files for the on-screen text. How do I convert them to standard audio so that I can burn them with the cdg text files on one disc? I use Nero for burning, but it won't let me convert to audio AND include the cdg files. The only way I can get it to burn both the file types on the same disc is as a data disc, but then the mp3's aren't getting converted back to audio files. I'm stumped!