What software can we use to create this slideshow video
You should give a chance to Sony Vegas 8 or newer. In Sony Vegas you can place as many images as you wish and make it "fly in" or "fly out" over a background which can be a solid color, gradient (both self-generated) and/or a background image.

The process itself is quite easy. You set the background in the timeline for the duration that you need. Then simply add as many tracks as you need for each image that you wish to get animated over the background, place the item in the timeline, enter the "Pan and Crop" function of the timeline and create the movement that you wish. 

See this video for a comprehensive explanation about the Pan and Crop function in Sony Vegas.


                
            

In Sony Vegas you can create per-track and/or per-event motion by using the proper tools.

If you are using Linux you may find KDEnlive as a good alternative for Sony Vegas.

Good luck!