Win 7 will copy to DVD or CD, just like XP; Right Click folder or desired pictures, then select Send To | DVD RW Drive (D:).
If you prefer something a little more flexible I use CDBurnerXPhttp://cdburnerxp.se/en/home
Nice bit of software, supports Blue Ray, keeps track of space remaining as you bring files in. It also is one of the few CD authoring programs that properly create Audio CD's.....
Runs on the .net platform which is already present on Win7 - the application itself is under 5mb