If they are JPGs you could well increase their size on disc if you zip them.I just tried with 23 files - 1.65MB
and got the following archive sizes
zip=1641k
rar=1639k
7zip=1635k
uha=1623k
(yes I'm bored!) - you can see the gains are minimal - not worth the effort
You can get win uha from
http://www.klaimsoft.com/winuha/
The CD/dvd option makes much more sense
and with a prog such as
http://download.videohelp.com/tin2tin/
you can create a slideshow that will play on your TV