To change any sound format from what it is, to something else you want it to be I use http://www.goldwave.com/ Its free.

Also If your CD player does not play MP3 it wont play WMA or WAV. It will only play CD format. You will need a program that converts the individual song from MP3 or WMA to CD. I think the pro version of winamp will do this. There are others out there as well.

As far as copying files, are you trying to copy whole folders full of pictures, or individual files that are that size. If its just folders, reduce the amount of data to fit onto the size of media your moving to a CD is like 700MB not very big, but will work. As mentioned a DVD disk will hold more, if your computer has a DVD burner that is.