Modules Needed:
1. Slideshow Creator -
dl link: http://drupalmodules.com/module/slideshow-creator
2. jQuery_plugin -
dl link: http://drupalmodules.com/module/jquery-plugins

Steps(Using drupal 6.x):
1. Site Configuration => Input format=> Configure => Tick SlideShow
2. Create a page => insert codes example in reference below to the "Body" section

Sample Code(for Testing):
[slideshow: 2, img=|http://drupal.org/themes/bluebeach/logos/drupal.org.png|drupal.org|Drupal|The ultimate CMS. Download it now!|Drupal|, img=|http://www.mysql.com/common/logos/mysql_100x52-64.gif|http://www.mysql.com|MySQL|Free and reliable SQL server and client.|_self|, dir=|files/|yes||Generic Photos|Arent they great?||]

To create a directory for images included in the slideshow:
(suppose the images placed in www\drupaltest\sites\default\files\frontpage_slideshow)

[slideshow: 2, rotate=6, blend=3, dir=|/frontpage_slideshow/|yes||Generic Photos|Aren't they great?||]

Other attributes can be shown in the README.TXT

Reference:
README.TXT in the module folder

Reference Link:
http://blog.csdn.net/bright60/archive/2009/01/04/3702890.aspx