I take it you have a cd writer.
I have no problem burning my pics to a normal cd-r and watching on the dvd player connected to my tv.All i use is windows drag and drop to the drive of the cd-r.
Insert cd-r into drive
Find the photo folder you wish to burn
Right click this folder
Send to the cd-r drive
You have now sent the pics to your cd-r
(Or this way)
Double click the cdrw drive (this will now sit in your task bar)
Goto the photo folder
Click on the folder and drag to the cdrw drive sitting in your taskbar.
You have now sent the photos to the disc.
All assuming you have Windows XP