audacity cant open LAME for mp3 transfer

i have downloaded the LAME program so i can transfer my wav file to mp3, but after audacity asks me where it should look for the lame program, and i say , ‘my documents’ i get a pop-up that sais, audacity cannot open mp3 file. any idea’s what im doign wrong? jeff.

See here: http://wiki.audacityteam.org/index.php?title=Lame_Installation