it's pretty complicated. Well, sort of. the files should already be in mp3 format, but at a lower bitrate that most mp3 players won't read.
If you get a program called dBPowerAmp Music Converter (free, google for it), you can select the goljan files, and change them to a different bitrate setting. Choose something like 96 or 112, and see if one file will work before transferring them all. PM me if you can't get it to work, I'll help you out.
Keep in mind that since the files are already so garbled (due to their bootleg nature), setting them at a higher bitrate is not going to clear them up any, it will only allow you to store fewer files on your mp3 player. That may not matter, depending on how big your storage capacity is on your Rio.