Hi there, because the forum you originally posted in is for beginners trying to learn the basics of Photoshop, I moved your question to the Photoshop Elements forum, where you'll get more specialized help.
I find its best to select a batch of images in Organizer and then click Create >> Slideshow.
You can also add captions, if all the photos already have them.
Set slide duration, transition type/duration and click OK. You can also add pan and zoom effects whilst in the project.
You can preview your slide show when the Slideshow Editor opens. Then click Output >> Edit With Premiere Elements. You will be prompted to save your PSE project - click yes.
A new project will open in PRE and you can add or change your soundtrack, fade the music on the end frame plus any other effects you may want.
The output gets sent as a single clip. To review individual slides right-click on the clip in the timeline (usually Video 1) and choose Break Apart Elements Organizer Slideshow.
You can now preview your slideshow again or render it first (for best quality) and then preview to make sure all the slides are correct. If not click on individual frames to adjust.
When you are happy click Publish+Share and choose disk.
Insert your DVD and click the rescan button until the disk drive is recognized.
Choose a pre-set. I always uncheck the box Fit Contents to Available Space. I can then move the slider up to highest quality.
Then click Burn and wait whilst the disk is written and finalized.