Stefan.... you thought of everything, excellent... took me a while to get it going.. thats because I uploaded about 60 pics.. check it out here..
The only difficulty I found is during the media upload process, the upload window could stand to be expandable. I kept losing track of the jpegs as I was uploading one at a time and as result I uploaded many of them twice.. had to go back and delete all the doubles, didn't realize that was happening...
One other thing that could use a little fixing, sometimes its easy to upload an unwanted pic, when I tried to edit it to remove it I was not able to see a delete image button.. That could be handy from time to time. Other than that its a very good functioning plugin. I recently had another slider plugin installed and the instructions were difficult to understand and execute.
Good work...my friend