Maybe your overlooking an obvous point here.
You mention you are copying Jpegs to Cd then mention using CopyToDVD, is this compatible with Cds as well, and if so do you need to change the media type in the software.
You should be able to just copy pics over as you would any data to a cd and just use the windows software, otherwise try Nero.
Sorry can't help too much on your software as I don't use it.
1.Insert Blank CD-R into your burner.
2.A blank box should pop up, with no files in it.
3.Drag and drop the pictures into the burner's open window(sorry for large image res)
4.When done dragging the files hit the write these files to cd button.
5.Go through the little wizard, then your cd will be burned.