I bought a special box to do this sort of thing. It sucked. Basically, you would aim your slide projector (assuming you still have one) at one side of the box and stick a camcorder (assuming you have one of those as well) at another side of the box and record your slideshow while you narrated it. Then, you'd need to convert the camcorder video to a DVD, but I guess you could do that with a cheap DVD recorder.
I did a better job just aiming the projector at a white wall (had no screen) and recording that with the camera. Actually I was converting old 8mm movies but it's the same idea, except my image changed a lot more often.
I also have a scanner that does slides, and can recommend that as your best option for absolute quality--however, if you want a narrated DVD, you'll need a computer that can burn DVDs and video editing software to string the scanned slides together into a movie. The basic video and burning software that comes with some DVD burners should be enough to do what you want, and the quality will be good, but it will take some more time and effort.
I started a long-erm project to digitize and distribute my family's pictures and movies to the whole family (no more fighting over who gets what copy of what) so I've done pictures, slides, and a bunch of movie formats to DVD. I thought I would be done two Christmases ago.
