You need to use z-index to the all of the menu and submenu items to appear on top of the slideshow.
If you add z-index:10 as an attribute to .MainMenu_MenuSubStyles, that will do the trick.
There may be a better place to add the z-index, but this works.
If you are wondering how I figured that out, look at this tutorial for skin troubleshooting techniques:
Troubleshooting
DotNetNuke Skins