Create a folder on the Desktop, then Export from the File menu to that folder or just drag the selected pictures from the Event/Album into the folder. When you select Burn to CD from the Share menu, iPhoto assumes you are going to bring that burned disc to another Mac with the same version of iPhoto and thus makes a mini-library that appears on a Windows system as triplicate files. The images should work on PC or Mac unless they are a digital RAW format which you need the camera-specific software installed on the computer in question to be able to view/manipulate said images.