I haven't tried to use this one as embedded into XWD, but I've used in a regular site and it works well and is easily updatable with simple <li> tags and CSS. Some of this you will have to include in the header (or at least a call to the external style sheet), then the rest would go in a placeholder.
http://www.leigeber.com/2008/12/javascript-slideshow/
Hope that helps.