Cannot be done with FrontPage alone.
Photo editing software will produce the images, but will not produce
fade effects that work on the web.
For these effects, you need one of the following:
Flash movie or slideshow
Other form of movie - for example: Photo Story at http://www.microsoft.com/windowsxp/using/digitalphotography/photostory/default.mspx
(note that Photo Story movies can be huge.)
PowerPoint slideshow - requires powerpoint or powerpoint viewer on all
PCs.
Animated .gif (not suitable for photo's)
Java slideshow (requires JVM installed on all computers - most people
do not have a JVM)
