I may be showing my own ignorance here but my DVD player will happily play music files (.wav .mp3 etc) on CD or DVD and will just as happily play a movie on DVD Video. I can see no way that the DVD player can play/display pictures (.jpg .BMP etc). I think perhaps you are expecting your DVD player to do something it was never designed to do.
oldbob, my DVD player will play a slideshow of photos from a CD. Unfortunately I use a program to create this that came free with my printer so I don't know how it works and can't reallly help ronnie963, other than to say it can be done.