Program crashes after Publish to CD

I'm trying to export the final version of my Title, and I'm having difficulties publishing to CD. When I export as an .exe file, it works just fine, however we need the bookmarking function that a CD offers.

We've tried this in Window XP and Windows 7:: We save the title, publish to CD, and burn those files onto a disc. Once completed, we remove and insert the CD again to launch. We then have to click through to the file, the program opens, and upon the first button we click we either get that "the JPG is not a supported file" or an error message that kicks us out of the program.

Has anyone had this problem? How did you remedy?

Thanks!