Many DVD players can play AVI, MPG files (if your DVD player says is DivX compatible)
If not you're in for a long conversion and burning to DVD format. I use PowerDirector, takes ages, crap quality :(
Use Winavi to convert into a DVD FILE and then use nero express to burn it into a dvd file. It works 100%, and make sure you convert the file into NTSC format in WINAVI. GOOD LUCK
I use a nice little free program DVD Flick Its an open source project under constant development. Nothing fancy - gets the job done. Super easy to use too :)
I have just discovered how to make a slide show using music. Today, I decided to upload it to Youtube but they said that there was an infringement of some kind.
YouTube probably didn't like the fact you used music. It's ridiculous really. It's not like anyone lost money over you basically promoting an artist by using their music on the vid! I'm just assuming that's what youtube had a problem with. I tell ya, this infringement stuff is crazy!
Instead of going through all the crazy conversion you could just drop it into Windows Movie Maker. Then file/puplish to DVD. There you will be able to put a title menu and everything. That's usually what I do.