You should be able to create a slideshow with the Mac iPhoto program or even the iDVD program. Then you can export it as an mov file. You may need to have Quicktime pro for the export, but I'm not sure. Once you have the mov file, you can embed the file into an html web page. Just watch the size of your mov file as you don't want it too big for the web.
If that doesn't work for you, try visiting
www.download.com and do a search for slideshow software. You'll get a list of results, some which are free. There may only be a limited amount for Mac software.
You can also give
www.vcdhelp.com a try. They have a bunch of info regarding video help, which is related to slideshows. And if you are really into slideshows, try visiting
www.instantimagers.com. They have multimedia downloads for slideshow projects and even have a free download section that lets you try their products before purchasing.
Hope that helps.