What is the error message?
Format the disk, first.
Get Roxio 'Easy CD-DVD Creator'.
End of problem.
If there is no problem with your software or hardware (I will assume that you can burn other files to other CD's), it may be that your errors are coming from the number of files that you are trying to put in one folder, or some of the file names are too long.
CD file formats are different from hard drives. File layouts (number of files in the root directory, number of files in a folder, etc.) that that work find on a HD may not work on a CD.
What is your specific error message?
I download from card via card reader, into "My Pictures", edit in Photoshop, and back to folders in "My Pictures". Straight to burner from there. Never a problem. What is "Nero"? Use Photoshop, Paintshop, etc, to process, just feed back to XP as jpegs, burn them, and delete the unwanted originals. If You don't have Photoshop or Paintshop, Serif has a fantastic edit program, almost free. You may be using an image format the rest of Your system can't read.
http://photobucket.com/albums/v244/tsiya/
Get the latest Nero and install it. It's free if you've registered a recent version.