You just need to select the different image files in the Grid view window of LR.
You can do that by selecting All Photographs in the Catalog area of the left hand panel in the Library module.
Or you can first select them in LR then Export them to one specific folder then use the OS to burn them to a CD.
Create a collection such as "Burn to DVD".
Place the photos you want on the DVD in this collection. (A collection just references the photos in folders so they are not actually "in" or moved to the collection)
Select the above collection
Select all the photos in grid mode.
Burn your DVD
Thanks! I'll try that.
Thanks, Bob. I had thought of that, but was wondering if there wasn't a more direct way to do it.