Download imagin script from www.imagin.ro. Put all the script files as they are in your main web folder except the index.php. The files in the imagin_scripts folder remain in their own folder under the main folder.
In your theme style.css create a style named imagin_instance for the area where you want to show the slideshow.
In the page where you want the slideshow to appear go to tinymce and click on embed flash object and type imagin.swf which is now in your root folder. Type the id imagin_instance and you should be done.
Initially I was wanting it in the header but when I couldn't make it work I made two themes, one for the frontpage where I removed the pagetitle in the php and put the slideshow as mentioned above. The second theme is for the rest of the site.
You can view the working example here. http://www.irannagr.com