I have the same problem. (operating on MU).
I am not sure if it is a MU problem, or a general one, but the plugin is broken on ALL of my MU installations, while working on simple single installations.
I have fixed it (partially) by renaming the options.php to another name (say : options_9) and changing line 66 circa :
<form action="options_9.php" method="post" id="slider-options-form">
and line 107 in the main plugin file
jQuery.get( "<?php echo plugin_dir_url( __FILE__ ) .'options_9.php'?>", function(b) {
this will make the options appear for me , but the plugin still gives an error on another file (/slider.css.php) .
Apparently , it is not a good idea to include a second file with the name options.php. Strangely enough – it works on SOME installations, but break others .
Looking at the code , the author has also chosen a very strange way to include wp core (with wp-load and hard-codded files) – and also has chosen to INCLUDE the css and JS instead of ENQUEUE it .
I will try to resolve it when I will get some time on my hand .
In the meanwhile – Maybe the plugin author will have a look. this is a great little plugin , and I have used it in the past to full satisfaction.