Download, then copy and paste the full content of fadeslideshow.js into jscript_fadeshow.js, changing the line
controls: [['x.png',7,7], ['restore.png',10,11], ['loading.gif',54,55]], //full URL and dimensions of close, restore, and loading images
to match your template's foldername, like this:
controls: [['includes/templates/your_template/images/x.png',7,7], ['includes/templates/your_template/images/restore.png',10,11], ['includes/templates/your_template/images/loading.gif',54,55]], //full URL and dimensions of close, restore, and loading images
Change your_template to the foldername of your template in three places.