How to burn on a CD-R a VCD video, a JPEG picture and a MP3

The media is a CD-R.
I have burned a video VCD on that CD-R using Nero, and I can watch that VCD on my DVD Player without problems.
I have another CD-R with pictures on JPEG format and I can watch them on my DVD Player without a problem too.
On 3rd CD-R I have a song, and MP3 song and of course I can play the song on my DVD Player without a problem.
My question is Can I have all the 3 stuffs in just ONE CD-R and have the possibility to play them all on my DVD Player?
Thank you one more time

Create a data cd with 3 separate folders with the video, jpeg, and mp3. The cd will be just like a harddrive. Some player can do it but some cannot. Give it a shot; nothing to loose but 1 cd. Good luck.

Suppose you have a slide show program that can output as a VCD, DVD, or video file.
The JPEG pictures can be included in the slide show.
Add background or foreground music (MP3) to the slide show.
Any video file you have can be added to the slide show as one of the slides.

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It is possible with VCD to create another folder and put other pictures and such there IF there is open space. It's a little hard the first time but almost all VCDs I made play on all our DVD players.
Bob