When you want to have a slide show on your blog do the following.
Bring in your photos as a group or select a group of photos and you will get this panel:
Click on Layout and you get these choices.
Click on “Link To” and you get these choices.
I selected slideshow on the “Layout” and nothing on “Link” and got the following:
I hope this will help you with your blog posts. You might want to try all the other options under “Layout”.
Thank You.
Jose from Clarkston, Michigan
Genealogical Collection 
Does this work on all WordPress themes? I have 2011, and I tried a while back to post a group of photos, but did not get this option. Instead, each photo posted individually. Thanks!
I was able to get it to work by picking several photos or pdfs to put into the text of the posting. You can run test posts and make them private so no one can see your test. Title TEST Body “I want a slide show” input media [pick several photos from your folder of photos that you have already used on other posts. It does not matter which one you pick since they are just for a test. By picking several and bringing them in all at the same time you should get the option of how to view them.
I hope this helps. Good Luck and let me know if you were successful.