The latest version of Windows Media Player, included in Windows 7 and 8, can burn your photos, music and videos on a CD or DVD on the fly. You simply have to drag and drop files from your Windows Media Library to the burn list. Windows Media will create a CD or DVD out of these files (MP3 , WMA, JPEG , MP4, WMV, AVI..etc)
Insert a blank CD or DVD into your CD/ DVD drive
Open Windows Media Player
Click on the "Burn" tab , located in the right pane. An empty burn list shall be displayed.
Find the files you want to burn from your Library (Music, Videos, Pictures) and drag them to the burn list