Yes! Many people use Audio Converter Pro to copy songs from CDs directly to their MP3 Players. Simply go into Audio Converter Pro's option settings and change the converted audio files directory to the drive that appears when you connect your MP3 Player via USB. Note that your player must be connected for this to work (obviously).
To access options, click on the Windows Start menu, then Programs, then Acoustica Audio Converter Pro and then Options.
Download Audio Converter Pro.