To begin the slideshow, click once on the arrow in the middle of the picture, and then click on one of the symbols at the bottom of the picture. 

If you clck on the bottom play button, the slideshow will begin.  You can also click on either of the arrows to manually advance the pictures.

If the bottom play buttons disappear, you can hover your mouse over the picture and they will reappear.

If you subsequently click on a picture, a new window will open on the Picasa website showing that picture.  You can choose to download or print the picture from there.