Hi
I had the same problem,the only way I could resolve it was to convert the mp3 files to wave files using NERO 8 , (if you dont have Nero you will find a good free audio converter at "www.nch,com.au/switch")then when you have completed your slide show in movie maker go to the left hand column & double click DVD this will close down movie maker & open up DVD maker where you can burn your slide show.
Trevor