I'm not sure which versions of windows it comes with, but XP (at least) comes with Windows Picture and Fax Viewer. All you need to do is put the piccies you want to use for the slideshow in one folder, then double-click (or open with WP&FV if you've changed the defaults) and then click on the "screen" icon 5th from the left to start the show. If you don't have this built in, look here
http://www.webattack.com/freeware/gmm/fwviewers.ht
ml
for various free viewers. I haven't used any of them, so I don't know which is the best one - but they're free! I'll leave the DVD question to someone more technically minded unless no-one has given it a go in a day or two.