My system is Vista
1) Naturally Ive tried doing this the usual mode via control panel & 'personalise' etc, but no angelic.
2) I can play my DVD on Media Center, but later what? I want to next rescue it somehow & burn it onto a blank DVD-R.
Answers: Maybe your jpeg sign is too full-size (too elevated resolution), which is commonly the problem. If the figurine is huge, it probably can't be used. I guess I don't know in the order of the "personalize" resort. I deem you might not be dong it correctly, but I own XP here at work. Here's what I do:
Control Panel - Display - Desktop tab - Browse (to find your jpeg image), or simply scroll down the account that comes up if it's here.
I don't know in the region of the DVD burning examine. My guess would be, unless you own a DVD drive AND and external DVD drive, is to amass the contents of the DVD to your desktop, after burn that to a blank DVD.