a flash-disk (or maybe i should've called is a USB flash drive) is a small device based on flash memory that acts like a disk drive when connected to the computer, you can transfer files by drag-n-drop just like you do on hard drives. it's very small and compact. so you can just drag your files to it and disconnect it from the computer, and take it to have the photos developed. no need for the "burning" process.
look here to get an idea:
USB flash drives at Newegg
if you want to burn to CD, you can use Nero Express. it's part of the Nero 6.6 suite, and it has a user friendly interface similar to that of NeroVision.
in the main screen choose Data > Data Disc, drag all the pics into the window, click Next, in the next window choose the recording speed, click the More button and choose Write Method to be Disc-at-once. then click Burn.
or use the "regular" Nero Burning ROM interface and follow Ian's instructions. you can find more detailed instructions here
One Ring to rule them all, One Ring to find them,
One Ring to bring them all and in the darkness bind them
In the land of Mordor, where the Shadows lie
M.C. Escher - Reptilien