This tip is from Apple's website: How to burn a CD or DVD with pictures for a Windows-based computer
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A CD or DVD created in iPhoto using the Burn command in the Share menu cannot be viewed on a Microsoft Windows-based computer or at a photo development lab.
Burn the disc using the Finder instead of iPhoto.
In the Finder, insert a blank CD or DVD. Your disc will show up on your desktop as a Burn Folder (as seen in the images below).
Open iPhoto.
Select the Album(s) you wish to burn to disc.
Choose File > Export.
Click the File Export tab.
Choose a format from the Format pop-up menu.
Note: Depending on the source of the images, you may want to select JPEG to ensure compatibility.
Configure the Size and Name options that you want. Make sure the "Use extension" or "Use filename" option is selected.
Click Export.
Select the Burn Folder you created to save the exported photos to and click OK.
Quit iPhoto when the export has completed.
From your desktop, open your disc's Burn folder and select the "Burn" button (as seen below).