To view them on TV, you may have to burn it as a VCD having each picture as a track. You should be able to do this in Microsoft Movie Maker. Although I think some new DVD players can now view picture CDs without it being a VCD.
To view on PC, you need to burn it as DATA CD. In Windows XP you can do this by 'drag and dropping' pictures files into the CDRW drive, or you could use a program such as Nero or CD Creator and choose to create a 'Data CD'.
On the CD you've made, what happens when you open the CD? Are there any files/pictures/folders there?