Can I Let's Play Cave Story?

You most certainly can, according to Nicalis   who holds commercial rights to the game. This also allows ad revenue from said videos.

How do you convert .org files to .mp3?

There is no direct .org to .mp3 converter. There are reportedly three ways to get around this (in descending order of faithfullness to the original):

The first is to record directly through your sound card as it plays. Personally I would recommend a program like Audacity to do this. However there is always the risk that stereo mix is disabled and the recording volume needs to be tweaked until the recorded music and original sound like they are at the same volume so that high notes don't get truncated. As such this can only be recommended for advanced users.

The second is to convert the .org file to .xm using org2xm, and then use an .xm to .mp3 converter from there.

The third is to use the org to ptcop converter to convert to a .ptcop file, use pxtone Collage to export to .wav, and then finally use a .wav to .mp3 converter to finish the conversion.

I'm translating the game to my language, would you put it on the site?

Of course. Email me a link when you are finished.

Do you have any advertising space available on this site?

The only advertising I'd accept on this site is any form of free advertising for Pixel (Daisuke Amaya) or his games that I do on my terms. The banner on the home page is an example of this. As far as anything else is concerned, the answer is a resounding no. I refuse to put irrelevant content on the site.

What about pre-written articles and/or link exchanges?

See above. The same rule applies.

Would you like us to improve your SEO?

This site is already at the top of Google, what is there to improve?