Erm... you said in your previous post that Winamp wouldn't play the mods when you renamed them to *.mod ? That suggests to me that Winamp won't play Amiga mods. It's really going to be easier to keep them in their current format and play them with Deliplayer.
As for converting into mp3 format - urgh! Not only will this have an adverse effect on the sound quality, but the files themselves will be about 10-20 times larger for an average module.