OK I was able to get it working I think. Apparently, you cannot select multiple pages on the same line? It allows us to do that though. However, when I selected only one page it worked.
I just started using NextGen and was wondering why my slideshow is taking > 1 min to display the first time you load the page (it appears to use cache in subsequent page loads and loads faster). However I am getting emails from my clients telling me there is something wrong with my website because instead of the slideshow all they are seeing is a spinning wheel (while NextGen is working on loading images). I cut the size of my images down and it helped somewhat but it’s still painfully obvious. Thinking that if there isn’t a simple fix that I’ll look for another plugin.