I usualy burn pictures and music with a software called Nero Burner. I first make albums on my system, and then burn them on disc. For music i make audio cds, and mp3 cds and burn them with nero
If you want to add both pictures and music to a CD, it means that it is a data cd. You should burn it as such. Bear in mind that you can also add movies, files, executables and documents.
The last time I tried this, it did not work. So, chances are, this is something that is not possible to do in this day of age. It would be very convenient to have though.