Leon,
I'm in the exact same quandry.
For about $30-$40 you can purchase SlideshowPro. This software has three flavours:
1. for Flash (embed into a web site)
2. for Lightroom (to create a Lightroom gallery/slideshow which can be exported to web)
3. standalone application
All the details can be found here:
http://slideshowpro.net/
I hope this helps, matey.
H