Checkout for the CU3ER.
Following is the basics of it.
1) It is made in flash, and freely available. Download it from here.
2)The downloaded folder contains following files:
a) images: Store all background image of slide, you can also store your own image
b) config.xml : This is the important file which tells the compoenent to use which images to show in which slide and which effect to take place during which slide. It is fully customizable.
c) js dirctory: It contains swfobject.js which is used to embed the swf into the html file. Please do not change into it until you know the js coding.
d)cu3er.swf : It is the main swf file, which play and shows the slides.
e)demo.htm: It is the html file which you have to run in browser and shows the slides.
Now customize it and create your own animating gallery.You can read more about various customization here