There is another alternative if you want to add just a slide show of your picasa album.
1. Go to http://picasaweb.google.com
2. Login and go to your account, and then to album
3. There is a link "Embed Slideshow" on the left side click on that
4. Choose the parameters you want.
5. Copy the code showing in the window and paste where you want it. ( It is a flash based slide show)
Here is the Google Picassa Blog