We burn our photos onto a CD using the software that came with the computer, in my case NTI CD and DVD Maker. I use the create CD slide show option and have no issues on any DVD player so far. Its a great way to send photos of the kids to the grandparents.
I have had no luck using the DVD part though, the software does not seem to have the same option for DVD's.
And I have had issues with other peoples CD's with just jpg files on them, they will not play in our DVD player, only the computer.
So can you create a slide show with your software, maybe that would work like it does for me?