Problem Solved!!! A little documentation would be nice, though. Would have saved me a couple hours time trying to figure this out. N E Ways, here is what you do.
General Settings of the module:
Data Source: From Image Folder (It's a drop down)
Image Folder Path: images/what/ever/your/path/may/be (Not absolute)
Description for each image: 'Imagename=>title|description|link'(No '')
The "Description for each image" has a tool tip if you mouse over the text in your cPanel. Instead if "Imagename" it should say "Filename" because this is what it requires. The filename is completing the path directly to each image. The title is displayed in the navigation and on mouseovers. I have not seen where the description is displayed. The link is what it is. It's the link where you want to have your visitors directed.
Hope I could help.