Tack - there are a bunch threads on this topic if you run a search on "burning" or "digital camera" or "memory card."
But just to get you started on what your'e gonna hear: Internet cafes that burn CDs are just about *everywhere* in Europe. In some cities, it seems you can't turn a corner without stumbling into one. They're also fairly cheap, but you should shop around for the best deals in your hostels' neighborhoods.
Still, take however man memory cards you can reasonably afford to have with you. You might end up somewhere far from an internet cafe (say, the countryside), or you could even have one go bad on you, and as a bonus you can have the peace of mind of taking a zillion pictures and then picking out the ones that came out best once you're going through your CDs.