Yes,
What you have to do is:
Create the DVD to a folder on your hard drive and NOT Burn to disc.
You then use a DVD disc writing software such as Power2Go 6
1. place the folder with the jpg's onto the disc
2. Locate the DVD folder you've made
3. place the folders Video_TS and Audio_TS
You'll be able to play the DVD as normal and have the original jpg on the disc for use - printing etc.
Dafydd