Yes, i have cleared the cache of my browser.
I make a new test and indeed it works for the first and the second photo but after the problem is back and the drop down menu is behind the slideshow.
I make the test with IE8, Firefox 3 and Chrome 5. I join a screenshot:
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If I have understood the functionning of the slideshow, it increases the z-index value for every photo, so it can work one or two times and then the menu is back because the z-index value of the slideshow is too important.