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