In the script that they give you look for these lines. these are the ones you will need to edit. i have marked out in red what to do.
Code:
var trans_width='140px' //slideshow width set this to the width you require
var trans_height='225px' //slideshow height set this to height required
var pause=3000 //SET PAUSE BETWEEN SLIDE (3000=3 seconds)
var degree=10 //animation speed. Greater is faster.
var slideshowcontent=new Array()
//Define slideshow contents: [image URL, OPTIONAL LINK, OPTIONAL LINK TARGET]
The path to your images here as seen in green, the link if required and target window
slideshowcontent[0]=["photo1.jpg", "http://www.cnn.com", "_new"]
slideshowcontent[1]=["phot**.jpg", "", ""]
slideshowcontent[2]=["photo3.jpg", "http://www.google.com", ""]
If your image are in a folder then it will be folder/photo.jpg, if you do not require the link remove the text between the " "
once you have done the edits enter the hole script into a html box on you page size it. and publish not forgetting to upload your pic's into the place you have set in the script.