The NextGen Gallery Slidshow is able to display a nifty navigation bar.
Click here and scroll down to "here are some pictures from the place to be - Ireland" at the bottom of the page for an example.
The Slideshow Sidebar Widget, however, does not display such a navigation bar.
In nggwidget.php, line 50 the standard command reads:
$out .= "\n\t\t".'sbsl.addVariable("shownavigation", "false");';
May I suggest the slideshow widget configuration be updated to let the user choose whether to show a navigation bar?