You will also find scripts for this very thing at both of the following sites.
http://www.dynamicdrive.com/
http://www.webpage-tools.com/index.asp
I found a couple of good scripts at both sites and have been playing with them. Both place link buttons for the images either at the top of the page or on the side. You just place a back ground, then add the link to your photos. One of them requires you to actually click on the link to get the photos to start showing. The other works on a mouse over technique. As long as the mouse is over the link the photo is displayed, move the mouse down to the next or away from the links and the photo closes.
Both sites have lots of different scripts so it is a good place to bookmark for the future.
Mind you by the sound of it Dr Zaius's script sounds more like what I have been looking for. I have downloaded and will give it a shot.
Thanks Dr Zaius.