Try using DVD Styler for burning DVDs from video files
You will need to render your slide show to a movie file such as a QuickTime Movie encoded with H.264.
Then try using DVD Styler (free) which will take any video file as input and burn a DVD-Video.
You can also read my article on burning DVD slide shows. It's oriented around my software, Photo to Movie, but all of the principles are the same for any software: