the mkw Audio Compression Tool (mkwACT) will do the conversion from SHN to MP3. you can go here for more info on the software:
http://www.etree.org/mkw.html
please note... if you're wanting to convert SHNs of live music concerts and you intend to trade them, please do NOT trade the MP3 copies you make for yourself. it's fine to make MP3s to put on your MP3 player, but MP3 is a LOSSY format.