Are you using NeroVision 4 for your slide show?
As I understand it, you are limited to 99 slides with a menu. I have not tried it, but you can make a slide show without a menu which may allow for all you slides at once.
If you make them is chapters, or titles, you can change the navigation to go from one to the next, or back to a main menu when finished. Look on the Edit Menu or Select Menu page under the MORE button.
Nero doesn't move or copy the original files when doing a project. If you move them, it won't be able to continue, until after the project is burned. Also, in case you did not see it, you can add the original files to the DVD for archiving and a couple of other choices.