We do need a bit more info. As stated by Stuart Bell above, it would help to know which Mac you have and which OS you are running.
Also; where were your photos before you burned them to disc? For example, in iPhoto, Aperture or as JPEGs in a folder somewhere.
What exactly did you do to burn them to CD?
In the meantime, you could just carry out a Spotlight search. To open Spotlight, you can Click on the top menu bar, far right icon (looks like a magnifying glass) or use Cmd + Space Bar.
When in Spotlight, enter a name you gave any of the photos or, if none, enter "kind:JPEG" which will bring up all your JPEG images. Depends how many you have as to whether this is useful. You could narrow the JPEG search if you know the date they were taken, or the month or at least the year.
Please get back to us.
Ian