It is possible to configure media player 9.0 to copy audio CD's to disk in MP3 format directly?
If I understand your question correctly, you can choose whether it copies from a CD to your HDD in either WMA or MP3 by:
Tools, Options, Copy Music, Copy Settings, format, adjust quality.
Otherwise, I believe you can only copy to disc what you have on your file (WMA or MP3).
You will need some sort of conversion s'ware. Others here will be able to help out there I'm sure :-) Or search on somewhere like click here