How can I to convert a mp3 file into wma file so that I can put it on CD and play in my car CD player?

If you have a CD burning software on your computer the format shouldn't matter, if you burn the disc as an Audio CD they have to be converted to .cda (which is just a file extention for the audio file referance) before they are burned, your best bet would be to use and MP3 software with a burning in it, these will burn audio CD also normally, iTunes does this perfectly fine.