I think that I have found the reason why I was not able to burn a CD from iPhoto, that preserved the album structure.
I followed the advice given on pages 311 and 211 of "iPhoto 4 The Missing Manual" and used a plugin called "BetterHTMLExport" in an attempt to burn what are described on page 211 as "pro Caliber Photo CDs". That method resulted in the loss of the use of the album structure. Rhonda found the answer for me. I'm embarrassed to say that the topic was covered in iPhoto's help section. Don't use the burn command on iPhoto. Instead select the photos and export them by "File Export" from the menu bar. Simple. Thanks Rhonda. Michael Hawkins.