Control description:
http://www.asp.net/ajaxLibrary/AjaxControlToolkitSampleSite/SlideShow/SlideShow.aspx

Some tips how to use database:
http://www.dotnetfunda.com/articles/article1425-how-to-slideshow-images-from-database-using-aspnet.aspx

Some other tips and trics:
http://www.dotnetcurry.com/ShowArticle.aspx?ID=287

How to create web service:
http://www.netrostar.com/How-to-use-SlideShow-extender-from-ASP.NET-AJAX-Control-Toolkit
http://www.codeguru.com/csharp/article.php/c17765/SlideShow-Extender-control-in-ASPNET-Ajax.htm