Semi-bump: XMPlay is very simple to use.

First, right-click in the center of the main XMPlay window, and click "Options and stuff." Click on "Output," then select "Encoder - LAME" from the dropdown box on top (LAME is an MP3 encoder, which is what plunK wanted).

Now click on the little + button at the bottom of the window to the right of the main window; this is the "add to playlist" button. Add all the files you want to convert. XMPlay doesn't support 669 and obviously doesn't support J2B, however. Since J2B is lossy in the first place, you should probably look for the original version of the J2B song instead of converting the file, but I digress.

Once you've added all the songs you want to convert, double-click the top one. This will start the playlist, allowing you to write all the files to MP3 fairly quickly. You'll need to click "Save" again every time, though.

The same works for WAV or OGG writing.

By the way, I wouldn't use Modplug (player or tracker) for WAV writing even if I only had a few songs. It's not a very accurate player, and the last thing you want is a big fat WAV of an incorrectly played module!