BTW, is it intentional, that in install.sql file you use variable "ZX_SLIDESHOW_BANNERS_GROUP_SET" and in zx_slideshow.php file "SHOW_BANNERS_GROUP_SET".
I downloaded the latest version of the plugin, just to be sure I haven't messed with code, but yes its the same.
So, I made some research and found out the difference. I changed php file variable to the same as in database and now it works.

But, second slide changes the slideshow height. Still have to fix that...