Hi, Ive,
If you have the pictures stored in your computer in Picasa, put the ones you want to burn in a folder. When you click on the folder, you will see 5 or 6 buttons just beneath the folder name at the top of the window that shows the thumbnails. The fourth one over from the left is the "create gift cd" button. That should get you going.
If your pics are stored in Picasa on line, apparently you will have to download them to a folder before you can burn a cd - same procedure. Downloading will be slow - one picture at a time. Sucks, but I haven't been able to figure out how to do it quicker.
I use Windows XP. You can bypass Picasa (again if your photos are on your computer) by going to Start - My Pictures - [the folder you want to open] and highlight the pics you want copies of. Then right click, and hit send to then CD and it should open your burner.
I hope that helps. I went through some of this at Thanksgiving time for a cd of Margie's parents photos for their 50th anniversary. Most pix were in Picasa on line. Ended up giving up and just hooking the computer to the TV and showing them there.
Andy