Using Movie Maker 2 you can save your slideshow to your computer only as a WMV file. To be able to view on a standalone DVD Player then you will need to convert it to VCD (Video CD) format. That is if your Player supports VCD, not all do.
Programs such as Ulead Video Studio 7 will convert your WMV file to a VCD format,and write to disc. Unfortunately this type of authoring software has to be bought.
To learn more about VCD a helpful website is click here There you can also check whether your Player supports VCD.