Dwight.. Windows Movie Maker only outputs to Windows Media (WMV) formats,
not to DVD. Though, if you go through the process of transcoding to MPEG-2, you can burn it to DVD. What a pain.
(The "recordable cd" option in movie maker simply burns a WMV to CD, or creates a Highmat disc, which is incompatible with just about everything.)
Anywho...
There are some tools out there which will generate a DVD-based slideshow for you. Most are not free (bummer), since the developers have to pay MPEG-2 patent royalties.
A list of various tools:
http://www.videohelp.com/tools?s=28Roxio Easy Media Creator:
http://www.roxio.com/enu/products/creator/suite/features.html#photoVCD Easy (Generates VCDs which are compatible with most DVD players. Use if you don't actually have a DVD burner.):
http://vcdeasy.org/modules.php?name=_WhatIsItThere is another option - just burn the jpeg images to a CD or DVD. Many DVD players (including most of the cheapies) can slideshow whatever still images it finds on the disc.
Picasa can generate good photo cds for use with PCs (A DVD player might be able to pull the jpeg stills, as described above), and is freeware.
http://picasa.google.com/Hope this was helpful