the slider on the page you link to is built using jFlow.
Here's a link to a tutorial which explains how to build your own: http://www.webdesignbooth.com/step-b...jquery-plugin/
The demo in the tutorial doesn't work, but if you follow the download link, you can download a working example.
If you want the same slide. You can always look in the source of that page and check the script. You can copy it and then re-edit it! After that you might look for a app to secure the files it that case the script.
But not sure if it is recommended!
I am also looking for advice in this ! At least when i could not find on forums / blogs ... i was going on the website i saw an example of what i wanted and copied the script then i re-edited, reconstructed for my website . How i said . i am not a pro! ... i am at the beginning and everything good is welcome.