I tried to other options people were suggesting (like putting more than 1.2 MB on CD, and making sure pics were the right size.)
When you are in Nero & click on Data Disc, right click in the list & click on "Create Folder", and name the folder PICTURES, just did it & it worked. Unfortunately I went through 3 CD-R's and even tried a DVD-R, but ended up working w/ a CD-r. Hope this helps!