We should create a FAQ about such questions as these.

First, try searching the archives of the forum. Your answer should be there. If not:
Secondly, forget it. Why? Modules, as supported by JJ2, can only handle uncompressed samples. MP3 is higly compressed, decompressing it mostly results in a file ten times as big. You CAN put it in a module but the file would still be insanely big and JJ2 would simply refuse to play it (I don't know what JJ2's file-size limit is).
You COULD decrease the quality of the sample and thus the file-size of the module, BUT you'd wind up with a horribly sounding file.
Now, there ARE module-formats that support MP3 compressed samples (e.g. MO3, which also supports Ogg Vorbis) BUT JJ2 does NOT support these types of modules.

Yours,
me