Firstly I would like to suggest you check out our slider - just drop an image gallery control on your page, click edit and go to "Settings" tab. then you can chose the "Thumbnail strip + image on the same page" option.
If this control does not suit your needs, you can create your own sitefinity control using this article
Don't hesitate to get back to us if you need further assistance.
Do you want to have your say in the Sitefinity development roadmap? Do you want to know when a feature you requested is added or when a bug fixed? Explore the Telerik Public Issue Tracking
system and vote to affect the priority of the items