Try Finding MOD2WAV
I use to use it and it worked great! Problem is.I cant find it anymore
It converts Mods into wavs and then you just drop the Wav intp NERO and it converts it on the Fly and just burn it
By the way MODPLUG for WinAMP lets you play MODS on a PC, But I guess your trying to make a MOD Audio CD to play in your car :-)
I also believe there is a utility on the amiga that converts MODS into a Sound sample (IFF) then you can convert it to WAV with DSS8+ 3.0