If you have a photo printer, a cd/dvd media tray for the printer, and the correct template/software. I have a MP610 which I flashed with the australian firmware and got a tray off ebay to do exactly what you're asking for (the mp610 sold in America doesn't support direct disc printing).
Edit: I'm probably an idiot, after second thought I assume you mean print some of the files that are burnt on the cd, I wouldn't see why you couldn't print them?