Thanks, whilst waiting for an answer that is what I managed to sort out.
1. You will see a "Comand" key next to the shift key. Open an Event, and press and hold the command key, and while holding the key (pressed) click on a photo you want to burn, and another, and another, bypassing the one you don't want to burn.
2. Once you have selected all the photos you want to burn, you have two choices:
a. Select Burn CD (the photos you have selected will be copied to the CD you want to burn)
b. You can just Export the photos to the Desktop, and choose "A new Folder" (a new folder will be created on the desktop, and the photos will be saved to this folder.
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"b" is my favorite option, because I can use the Finder to burn a CD that's Mac and PC compatible. Option "a" can only burn a CD that is iPhoto compatible.
If you choose option "b," then quit iPhoto, go to the Finder, and from here burn the CD with the photos in the folder you have saved to the Desktop.