Let me start by admitting I could be wrong (there's a lot yet to be discovered about my 20D )but it appears there is no facility other than a pdf slideshow in Elements 2 for viewing shots as a slideshow.
It is difficult to use 3rd party viewers because the Canon software auto-rotates (when camera is set to) so that shots are in the wrong orientation for other packages, or wrong for Canon software if you come back. Perhaps there is a setting/toggle I have missed.
Still seems poor that bundled software doesn't do slide shows - a basic feature in most camera software for many years - and in windows explorer!
Perhaps I'm a con- not a pro-sumer? (Stoked with the camera though!)