Your DVD player should have information in the manual, particularly the FORMATs it will recognize, and whether or not these can be put into Folders and whether or not there are restrictions on characters or numbers in the photo file NAMES. Any of these can cause potential hiccups, but obviously you will be happiest if you can have a selection of folders with titles that remind you of the occasions and DATES to help in organizing. I use a convention of year month day, so I might have a label starting 20070121 - Birthday - Sarah. This will keep the folder organized against other folders by date. Within it I will have photos by number: 001, 002 etc.

But your machine has to be able to find the photos within the folders.