It's more than just putting files on a disk. You need software to create a DVD format.
Download this free software and create a slideshow with your files.
http://www.irfanview.com/
Save it as a DVD, and it should work for you.
I'm sorry I don't have Irfanview on this computer to check out details, but as I remember it will create a DVD format.
There are a number of commercial slideshow programs out there that will burn to a DVD format and give you lots of control over the slideshow if you prefer.