Well, I guess this shoudl fit in this forum.
I downloaded the LAME MP3 converter to convert Audactiy files to MP3. But when i try to open it, I get a pop-up saying "Windows doesn't know what type of file this is and can't open it." So...um.... aren't I supposed to be able to install it or something? How does this work?

why don't you simply use itunes for encoding your files to mp3? it's most reliable, not with all the fuss the standalone LAME thing may cause. It caused fuss with me too, and I figured I've never been discontent about itunes' encoding capabilities. Uh, it actually uses LAME encoding too. As does WaveLab (but WaveLab isn't free)

You dont install it... you just extract the files into a folder.. and when you choose to export the file to MP3 in Audacity, it will ask you to show Audacity where Lame is.... just point the way to your folder, and let Audacity do the rest....   You'll be glad you did....

               JimK