There are a couple of ways to do a slide show.
First, you can simply drop a bunch of pictures in a timeline. The upside to this is that you can have continuous music or narration, and you can navigate using the next/prev chapter buttons easily. The downside is that the slides will eventually time out (you can make them really really long, though).
The other way to go is to make a menu out of each slide and link them together. Long and tedious, but gives you total manual control.
You should also set up buttons for navigation. The way I’ve done this in the past is to make a menu template and add it to the Library palette. On the menu I put three buttons: back (left arrow), next (right arrow), and null. The null button goes between the arrows. Set the null button as the default, and the left/right buttons to Auto-Activate. In Photoshop I turn off the visibility of the button artwork, and delete all content from the highlight layer. This way the buttons are invisible, and when the user presses the left/right navigation keys on the DVD remote control, it auto-selects the prev/next buttons, and the next slide appears without any intrusion or highlights.