Peter: Thanks for the pointer to creating wallpaper slide-shows. I didn't give the GUI application approach using "crebs"  (create background slideshow) a try. I opted for the text editing and creation of a .xml file.

I found the background slide show worked fine with Ubuntu 11.04.

However there are changes with Ubuntu 11.10. The following posting does a good job of telling you how to get a background slide show running on 11.10...

http://ubuntuforums.org/showthread.php?t=1881394

...the approach now seems to be that you edit and append to...

/usr/share/gnome-background-properties/ubuntu-wallpapers.xml

...With 12.04 not far away, I think I'll wait and see what it takes to get a slide show working on that release.

cheers, Ian.