Any of the adobe programs can be daunting when you first look at them. Many "experts" with photoshop still can learn new ways of doing things.
I guess the first thing to look at is what program you have...Photoshop Album, Full fledged Photoshop CS2 or Cs3, or Photoshop Elements.
If you happen to have Photoshop CSx don't forget the native "save" mode is in the form of PSD files, not jpeg. You actually have to do a "save as" to get them converted over.
Anyway forget about using any Adobe product to just copy over your pics to a CD (probably to take them in to get processed??) Use a much simpler program like Nero or even the Freeware one IMGBURN. If you have Vista on your computer or it is a Mac, both of those OS include a free CD/DVD burning program. Just create a "data" disk from the menu, drag and drop your pics (in jpg format) to the disk and burn away.