Does your DVD player actually support jpeg images? A 'bog standard' DVD player will only play pre-recorded videos. Nowadays most will also play video files recorded on a PC. Some (but by no means all) will display jpeg image files.
So, before people here try thinking of possible solutions, check that your DVD player has 'jpg' (or 'jpeg') on the front of it (or on the box, or in the manual). If there's no reference to displaying jpeg images, nothing that anyone here might suggest will help you.
Chris