To manually install a program onto your phone without using Installer it can be a bit complicated and if not done right can cause you problems. Usually the main problem you will have is the program will not launch due to permissions problems.
With that said, use a program such as iPhoneBrowser (PC Computers only), copy the Mobile Slideshow.app folder onto the phone under the /Applications directory. Then you need to use a program such as Squid or Terminal (command line method) to change the permissions on the files to 755 so anyone can launch them. I find it easiest to copy the folder onto the phone then use the terminal program on my phone to navigate to the directory (cd /Applications/Mobile Slideshow.app) and then run the chmod command in that directory (chmod +x *). Then I restart the phone just to be safe and that's it.