Burning question

I'm trying to burn a CD for some pics. I have new blank CDs (cd-r, dvd+r & dvd-r in different brands).

When I load to cd into my my MBP, the disc utility pops up (its my default). When I hit "BURN" it brings up directories for me to choose what to burn. Unfortunatly, none of my pictures names are highlighted, so I cant pick anything to burn. The "burn" button in that window wont highlight to pick either.

It HAS to be me. What am I doing wrong? Do I need to format these disc first? I wouldn't be surprised, since I haven't burned anything in YEARS, and have never burned anything with any of my Macs ever (in over three years).

Thanks!
W