Hi There a a few things that you can do.
1. Just plug in you memory stick into your USB port and copy and paste your picture folder into the memory stick drive.
2 If you have created a slide show in a program, save and then do the same with the document.
3. Make a power point presentation of the pictures. (very long winded) and then copy and paste into memory stick drive.
There may be a few reasons why your CD is not working. It maybe a +R or -R disk (try the opposit to what your using). This may be the reason why the TV / computer not reading it. Also you may be filling the disc up too much when you are burning it. Also when you insert your disc the burner will give you some options. Maybe try some of the other options.
Memory sticks are good but they are also good at carrying viruses. Get your mate to run anti virus software first and scan the stick before opening the files. Just to be on the safe side.
Hope this helps.
Zippy