.xml to MP3 format?

What are the files that you are trying to burn. XML (Extensible Markup Language) is a text format, it's not an audio format so it's not something you could convert to MP3. You can only burn an MP3 CD in iTunes from a playlist of MP3 audio files: Creating your own MP3 CDs

Go to iTunes and right click on one of your songs, choose Get Info>Summary and look at "Kind" to see what audio format you are using. You can use these instructions to convert a song into another format. (One exception to this is that you can't directly convert copy protected iTunes purchases): How to convert a song to a different format

You're welcome, I'm glad that solved your problem. Take care.