I've recorded my guitar to audacity and it sounds all good but then once I convert it to mp3 or wmv the harder hitting parts of the song start to distort, so I was wondering if theres anything on the program that I can do to fix this or would I just need to use a better program to convert the file with.
Even if you don't clip there will still be distortion if you get close to 0dB. I think it has to do with the mp3 encoding process. You can turn down your guitar or put a limiter on it and have the threshold at -2dB or somewhere around there. Play with it until it goes away.
Put a limiter on the master with a -0.3db ceiling/limit/out and it will stop any clipping *that could result as part of the mix down to mp3.* If your track is clipping before the limiter, it's still going to sound weird.