I think the problem might be different.
When he/she re-inserts the cd, he does not get an error message from the cd player. The cd is blank. For the OP to know that.... the cd player must have done something...
Maybe a long shot but... could it be you use Windows Explorer to burn?
Could it be that you selected many foto's, chose to burn those, put in a cd (or one was in already) and actually all that happened and took some time.. is that Explorer gathered the files and "made them ready to burn".
Did you actually choose (after making ready) to really "burn on Disc" and see the disc light burn / flicker for the duration of the burn time?
Or are the pic's still ready and waiting to be burned in Explorer?
What happens if you put in a new blank cd? Does a window pop up that offers to burn to cd the pic's/files that are still waiting?
Again, just guessing, I have seen people miss this but have no idea how well into Windows 7 you are so please don't feel insulted if you already know all this...