jb, is your projector driven from a PC or standalone?
If a standalone, it probably have a slideshow built in so you can export your images as jpegs into a folder.
You do this by exporting a normal Xara design website and the images will be in the index_htm_files folder. You may have to tell your Xara application to only use jpegs if that's all your projector can handle.
If you can run an exported website from the CD then go for a Presentation (File > New > Presentation (widescreen)) as you can add your images with captions and transitions.

Acorn