Hi
Thanks for the screens.
For the first screen. Are You sure the file was created correctly? Please check it and check the permissions on the photoslide component directories where images are stored.
The second problem is a little bit complicated. Product scroller is used for Template style setting at Photoslide. So if You want to disable product scroller You need to choose diffrent style for gk image show. If You want to use Template style, it's working only with products, so You will need to change the code for that style.
For the cufons question. Please tell me where You would like to use cufons, because now You set this to be use everywhere which is not recomended due to the server having more to count at that time.