Windows movie maker will work. It saves the file as a .wmv file which will play on a windows computer if you double click on the file name. Or you can click on the file name and then click on the start icon. You can add transitions, pan and zoom, etc if you want them.

I made a short slide show in windows movie maker to show you what could be done. I put the 5 pictures in a folder, opened windows movie maker, clicked on 'add videos and photos', navigated to the folder and selected all of them and clicked 'Open'. They all uploaded to movie maker. I then clicked on 'Animations' tab and added a transition and saved the movie as demo. Here's a link to it so you can see if you want to use it. You will recognize the subject.

it might be easier to purchase a program that does that specific task, this one is a good option and does offer a free trial.
DVD Slideshow Builder

you could also try using the free irfanview
IrfanView

it may depend on the actual DVD player as to what type of DVD it will read and also the format the pictures have been saved to.

this one is a free version and has some good reviews you might give it a try
PhotoStage Slideshow Producer 2.03

Thank you.

The DVD player in question is in another state but it is my understanding that it is an ordinary DVD player hooked up to TV not a computer DVD drive. I had asked about Powerpoint and they said there was no computer, just a DVD player.

My photos are jpegs.

Bob your Clemmies are lovely. That is exactly the sort of thing I wish to do but it has to play in a TV type DVD player and not a computer.

the problem is some DVD players only play specific DVD so you would need to know for sure what type DVD to record on to make sure it will play on the DVD player, some of the older ones will only play on DVD that are not re-writable.
Finding out the specifics for the DVD player ahead of time will save you frustration if you get there and find what you created will not play.

I should have checked. I have Windows 7 and Windows Live Movie Maker will burn it to a DVD which would work but you have Win xp which will not burn it to a DVD.
One other concern - you have several hundred pictures. I'm wondering if they will all fit one one DVD when you create the slide show.

If you have Microsoft PowerPoint, you can create a unique photo album without buying additional photo slideshow software. You can also make it to be a self-running slideshow and view on DVD player.

An article for you:

Here is a link that might be useful: Create a Photo Album with PowerPoint and View on DVD Player

Thank you, I do have PowerPoint. Have never used it but have it.