Professional :: How To Create Slideshow In Flash

I'm new to Flash and I need to learn how to do a slideshow with exactly the same features as can be found in this link: [URL]. Just like at the link above, it needs to play through the slides automatically once the page is loaded, each slide needs to link to a specific URL, and I need controls similar to the boxes at the bottom so the viewer can click on any specific slide they wish to view (I'd like to have numbers in the boxes though). The transitions don't have to slide across like this. If a fade is easier, that would be fine.

Actually, I thought I'd be able to do this fairly easily with Flash Catalyst, so I updated to Adobe CS5 Design Premium. I found that Flash Catalyst can be used to create a slide show like this, but unfortunately it won't play automatically when the page loads and the viewer has to manually click through the slides, which is not what I need. I could be wrong, but from what I've read, I need Flash Builder to add code so the slide show will play automatically if I create it in Flash Catalyst.