Create Slideshow - web - thumbnails options greyed out

[sdemills]

I like my web slide shows with thumbnails. After creating a slideshow, so I have the slideshow panel open, I can output to web but the thumbnails pages are all greyed out. How can I output with thumbnails?

The main menu option outputs thumbnails (exactly as I want them) for all pictures if none selected, or selected pictures if some are selected, but I want it to do it for the slideshow where I have the correct pictures in the correct sequence.