Spencus, some do and some don't. See here for further info on your DVD player. click here
One way to find out is try it.
The player I have will play jpg files, but all will not do this. An alternative is to acquire a programme such as Ulead DVD Picture show and burn a slide show in VCD or SVCD. There are many more such programmes.
Nero will burn a slide show but there is a limitation of 99 slides. Not sure about other burning progs.