As King_Penguin correctly points out that iPhoto slide shows are one track only. But here is how I get around this limitation.
I purchased Amadeus. It's a music program that lets you record, copy, and edit music files. I make copies of all the songs I want to use in my slide show then combine them into one file in Amadeus. If you want to change music at a specific slide it can get a little tough figuring out the timing but it can be done.
Once you have the single music file arranged the way you want, save it and import it into iTunes. I find it best to make a new playlist with just the new file included. Then select the new playlist for your slideshow in iPhoto.