There is a piece of HTML code that needs changing. When the page loads initially, the first image is loaded up through static HTML. Your HTML is trying to load the image file from the sample URL, which is not present on your server.
Find this:
HTML Code:
<img src="plane1.gif" width="650" height="500" name="photoslider">
and replace with the correct img src:
HTML Code:
<img src="images/STEP1.gif"" width="650" height="500" name="photoslider">
Hope that helps.
Helen