open a new finder window and navigate to the desktop (in your home folder --> desktop).
If you're on 10.3 Panther, set the search field in the toolbar of the finder window to search only in the current location (i.e. your Desktop) and search for mp3.
If you're on 10.4 Tiger, once you've navigated to the Desktop, simply search for mp3 and then limit it to "Folder: Desktop" using the button row where it says "Servers", "Computer", "Home", etc.
Then, select all (Apple-A), and move the mp3s to wherever they're supposed to be.
If you're on OS 9 still, then...hmm.
-s*