Are you using Preview in browser from a disc based web? If so, the error
message should go away when you publish to a server. Preview in the Preview
pane will often generate an error.
The slide show gallery in FrontPage will only work in Internet Explorer -
it will fail in FireFox and other browsers.
Having said the above, if you have a lot of pictures to show then a photo
gallery is often the best solution, but those offerred by FrontPage are not
among the best. Take a look at jAlbum (
http://jalbum.net) which is
recommended by many in this newsgroup, but there are many others.