|They shouldn't be on the PC, as you were attaching them to the email as copies from the CD (unless you made extra copies of them elsewhere).|
One possible snag though. It reads as if you attached "the slideshow" file instead of the three picture files. The slideshow is likely to look for them on "your" computer but the recipient's computer will not be able to find them over the net.
See how they get on (I might have misunderstood you). If I am right then attach each of the picture files to the email, instead of the slideshow file, and try again. If you have difficulty attaching all three at once (I don't use Hotmail so I'm not 100% sure), you could either try to add them to the email one at a time, or even cheat completely and send three emails, each with one of the pictures.
By the way, I shall be away for a week starting Friday but if necessary I can ask a colleague to assist, or someone else might join us.
Always pop back and let us know the outcome - thanks