I use a film slide converter to transfer my 35mm film to DVD. Once I use the software to transfer those images to a digital picture I use my DVD burning software to make a movie and burn the DVD.
The best way to convert photo slides involves a specialized slide scanner. Once you image the slides themselves, edit them in photography software and save onto a DVD disk.
Stores provide this service. Or scan using a printer/scanner with a transparency attachment or a freestanding slidescanner and a computer with an optical drive to burn the DVD.