record your mix or whatever in Audacity and then "save to WAV", then play the WAV through itunes and then right click and "create an MP3" version, it will save it to your itunes music as an mp3 that can be played anywhere, this is what i do.
Get the Lame Encoder from here - http://lame.buanzo.com.ar/
(Scroll down and you'll see: For Audacity on Windows: libmp3lame-win-3.98.2.zip (Issues? Some help HERE)
Unzip it and put the 'lame_enc.dll' file somewhere. Then when you choose to export as an .mp3 in Audacity, it will ask you where this file is, show Audacity where it is and then you'll be able to export as .mp3.