You can use WinAmp to decode the MP2 file to a WAV sound direct to disk, then encode as MP3 with the software you normally use.
The prob with this is that the sound quality will degrade. This is because both mp2 and mp3 are lossy formats, and every time you decode and re-encode the file more sound data will be lost.
Of course sound quality is subjective, whereas I may not notice (my hearing isn't too good), you may find the same file intolable.
You can download winamp from click here
Hope this helps.