Taking the code posted on this script's page as an example:
//Specify the slider's width (in pixels)
var sliderwidth="300px"
//Specify the slider's height
var sliderheight="150px"
//Specify the slider's slide speed (larger is faster 1-10)
var slidespeed=3
//configure background color:
slidebgcolor="#EAEAEA"
//Specify the slider's images
var leftrightslide=new Array()
var finalslide=''
leftrightslide[0]='<a href="http://"><img src="http://www.dynamicdrive.com/dynamicindex4/dynamicbook1.gif" border=1></a>'
leftrightslide[1]='<a href="http://"><img src="http://www.dynamicdrive.com/dynamicindex4/dynamicbook2.gif" border=1></a>'
leftrightslide[2]='<a href="http://"><img src="http://www.dynamicdrive.com/dynamicindex4/dynamicbook3.gif" border=1></a>'
leftrightslide[3]='<a href="http://"><img src="http://www.dynamicdrive.com/dynamicindex4/dynamicbook4.gif" border=1></a>'
leftrightslide[4]='<a href="http://"><img src="http://www.dynamicdrive.com/dynamicindex4/dynamicbook5.gif" border=1></a>'
//Specify gap between each image (use HTML):
var imagegap=" "
//Specify pixels gap between each slideshow rotation (use integer):
var slideshowgap=5
Edit where it has <a href="http://"> to whatever URL you want, for example:
leftrightslide[0]='<a href="http://google.com"><img src="http://www.dynamicdrive.com/dynamicindex4/dynamicbook1.gif" border=1></a>'
leftrightslide[1]='<a href="http://amazon.com"><img src="http://www.dynamicdrive.com/dynamicindex4/dynamicbook2.gif" border=1></a>'
leftrightslide[2]='<a href="http://mysite.com"><img src="http://www.dynamicdrive.com/dynamicindex4/dynamicbook3.gif" border=1></a>'
leftrightslide[3]='<a href="http://example.com"><img src="http://www.dynamicdrive.com/dynamicindex4/dynamicbook4.gif" border=1></a>'
leftrightslide[4]='<a href="http://dynamicdrive.com"><img src="http://www.dynamicdrive.com/dynamicindex4/dynamicbook5.gif" border=1></a>'