Have you used FF and Firebug to try to see where the scripts are failing.
Using you steps , FF gives the error
df has no properties -- p7SSMscripts.js -- line 343
You can produce errors doing other things.
If you navigate to the slideshow and open it, then select Info and look at a sub menus contents, then go back to the slideshow you get various errors. Looks like most of them are in BorderFade.js. You can get a little empty square with the black border, or a thin long vertical border, which may or may not grow to around an image that may or may not be there.
Sometimes the border will grow to the right and extend off screen.
In IE you usually end up with one thumbnail image.