What exactly have you downloaded (please give its web address). Do you mean this ReplayGain plug-in ?
As previously explained you don’t want to use Audacity for this. Audacity re-encodes the MP3. The MP3 format is lossy, so this means that exporting as another MP3 will reduce the quality.
Must the destination format be MP3? Must you edit the files themselves instead of adjust their volume in the player?
If you must use MP3 and you must edit the files, then you can change the peak level without losing quality in Audion or Macsome from here Missing features - Audacity Support .
Note that changing the peak level may or may not affect how loud it sounds.
Gale