I'm assuming you just want to put some images on a CD, not create a slideshow, PhotoCD, iPhoto-ready CD, or anything else fancy.
If so, there's really not much to it:
1) Create a burn folder.
2) Drag all the pictures you want into the Burn Folder. They should appear in it if you open it. Create folders within the burn folder if you want.
Keep in mind that anything you drag into the burn folder will also stay where it was originally. That's how it's supposed to work--the burn folder is just full of "links" to the files you're going to burn to CD.
Note that if you drag a picture from the Finder into the Burn Folder, it will have a little alias arrow on the icon--this is normal. If you drag them directly from iPhoto, they won't have the alias icon, but it should still work fine.
3) When everything you want is in the Burn folder, open it and click the "Burn" button at the top of it's finder window.
4) You should be asked to insert a blank disc and give it a name. Do so. Click "Burn" once the disc is in and you've named it.
5) Wait. it should mount the burned disc when it's done.
You can delete the burn folder once the disc is done, or keep it if you plan on burning more copies of the same disc.
