I use DVD Pixplay to make slide shows andit is very good, but and it is a big 'but' you can only add video at the start of the slide show.
If you really want to be versitile in the structure of your slide show I would recommend that you use a video editing program. You dont need a very advance program to do this. Some thing like an early Pinnacle Video Studio, I would think that version 7 of that program will do all that you want. Or Ulead Video Studio 7 or 8. These are superceded versions so will be obtainable cheaply. Last year PC Advisor had a free version of Ulead Media Studio Pro7 on the magazine disc. Perhaps you can get a back issue of that. It is a bit more complicated to use but has more to offer. All of thes will allow you to integrate video and stills into a show. They also have the ability to add sound anywhere on the sound track.
I am not sure what the rules are about using the free program on the monthly disc but if it is legal to do so I am sure that I can find my copy and send it to you. Perhaps the FE would comment on that point.