If the music is copyrighted, then it's illegal to distribute no matter what format it's in, or how it's encrypted.
The MP3 format is a protected patent, and you DO need a license to distribute software that encodes or decodes it. But as far as I can tell, selling MP3 files themselves, of non-copyrighted music, is fine. Since Game Maker (which I assume you're using?) allows the format, then it's safe to say that's all taken care of.
However when GM cozies up to Ogg Vorbis files, it would be best to switch to using them. They're patent-free, and supposedly better quality than MP3.