Run the JAlbum program; add photos, e.g., by drag & drop.
At the left, select AnnotatedAlbum as the skin to use.
Click on the skin icon to the right of the skin name (or in the Album dropdown menu, select Settings), then click on Annotated Album (the skin icon at the right of the row of icons for Album Settings), and check "Enter all descriptions now missing" (also specify any other needed settings).
Click on Make album to make the album.
Upload (publish) your album to the Internet. (You can upload your album to yourname.jalbum.net at no cost if you have signed up at jalbum.net.)
Create a CD-ROM or DVD with your album. Note that the album cannot be played with Internet Explorer due to an I.E. bug. Use Firefox, Opera, Safari, etc.