There are a couple of ways to add the photos to the web.
1 - if you want the slideshow with transition exactly like you've created it in iPhoto you'll have to export it as a Quicktime movie via the Export button at the bottom. Select one of the sizes available from the list.
Click to view full size
Personally I've found the Medium size to be large enough. There are several ways to add the slideshow to an iWeb page that makes the page load without the movie having to load at the same time.
Opening Item in a New, Precisely Sized Window
QT Movies via Export for Web in QT Player
If you don't want to create a web site to host the QT slideshow here's another way:
1 - export the movie at large size.
2 - import that movie into iMovie.
3 - export out of iMovie to MobileMe. You can export multiple sizes so that there will be one for every connection speed. The following is one:
Adding a MMe Gallery from iMovie 09.
You could create a MobileMe gallery directly from iPhoto but the slideshow associated with it will not be the same as what you can do in iPhoto.
The bottom line is if you want the iPhoto slideshow to be online you'll have to export as a QT file and put that file online.