I could be wrong but that feature was dropped with iPhoto 9. But still there is a way:
Select the photos you want to burn to disk, export to a folder on the Desktop via the File ➙ Export ➙ File Export menu, insert a blank disk in the drive, drag the folder onto the disk icon and drag it to the Trash bin to burn.
Thank you for your reply. I did follow that sequence, and the DVD now contains a folder which when opened, has several hundred thumbnail images on it. Would prefer to burn a DVD that can be opened in iPhoto, to be more accessible.