If XNA is anything like the old versions of DirectX that I used to tinker with, you may be able to play MP3s with it. Also note that the CD ripping software that comes with Windows uses .WMA format instead of MP3 so you may have to download another CD-ripping program. (Having never worked with XNA it might actually work with .WMA anyway. Hopefully somebody more familiar with XNA will post here before too long.)
BTW, if you want XNA help you might mention that in the title of your post, eg. adding music to my XNA game.