How can I make my slideshow "slides" link to a Web site? ...or make each slide link to a Web site?

I'm trying to make a Pro Widget that runs as a slideshow of clickable images. It would look like a Product Ad with each image hosting their own link to the company store.

I basically need to do something like this: http://www.widgetbox.com/widget/zazzl...
with a separate link for each image