If you do it exactly as it says, there's no reason it shouldn't work...
Create a folder on your desktop named PICTURES.
The pictures used should be 500x240 pixels, in jpeg format, and contain only letters and numbers in the file name (don't use spaces in the file name just to be safe)
There can be no more than 20 TOTAL files inside the PICTURES folder.
And the total size of that folder HAS to be over 1.8MB... you can use a large filler file in place of one of the 20 pictures in the folder to get it over that mark.
Once that is all done correctly, burn that folder to a blank CD in DATA DISK mode.
If all that is done correctly, it will work. I've done exactly that numerous times and it's worked every time.
http://www.avic411.com/forum/viewtopic.php?t=12163