..all you need is a DVD Writer in the PC (try to make sure that it supports 'all' DVD formats, or at least find out what formats your player supports - mine supported DVD-R but not DVD+R).
You also need some software e.g.
(This is not a recommendation as I haven't tried it, but do some search for "photo to dvd" and ask on here, you'll find something suitable - you may even get some software with your dvd writer).
You take the pictures, transfer them to your PC, then use the software to make a slideshow on DVD and you're done! The format thing is the only question mark really.