Another option would be to highlight all the files you want loaded into Preview, then right click on one of them and Select "Open With" then make sure you select Preview. Then all files should open in Preview and you can do the slideshow.
I have Mac OS 10.5.8 and can't seem to get the hang of making a slideshow using Preview.

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic