'Pictures to exe' is much used in camera clubs as is 'ProShow Gold from Photodex. Not free sadly but excellent software and considering the capabilities very competitively priced. Also very good is the more professional version 'ProShow Producer' although more expensive. It is important to check that you have a compatible cd/dvd writer, there is an extensive list of suitable writers on the Photodex website. It is sometimes available (used) on Ebay at a reasonable price.