Hi,
There are 2 way you can accomplish that:
1) Filter the images you wish to use, select them then use Edit-->Copy, And paste them into the Folder you wish to Burn.
2) Collect all images you wish to copy into the 'Selected Images Pane', Press on the 'Synchronize with Image view' button, and use the above method to copy the images.
I will try to think about something more user friendly then that,
Thanks and regards,
Asaf.