Off the top of my head I would say you'll need a fairly heavyweight DVD authuring program to do this but I may be wrong.
Any DVD player should be able to show a simple data disk with seperate picture files as a slideshow, but it won't have the music. Windows movie maker will allow you to generate a video file with slideshow and music, but the tricky bit is authuring the DVD with this video, and all the photo's as seperate selectable files. None of the free/cheap/bundled ones which I've tried such as NeroVision and MyDVD will do that AFAIK (I want to do it too, combining holiday video with associated stills on 1 DVD)
I await a more informed answer with baited breath...
Out on Blue Six.
It's Chips and Jackets, Peas and Trousers.