It sounds like the cycle plugin isn't loaded when you're initializing the slideshow. Check the NET tab in firebug or the resources tab in Chrome developer tools. Make sure the link to cycle is before your slideshow code. Also, make sure the DOM is ready when you initialize cycle:
$(function() {
$('#slides').cycle({
fx: 'scrollLeft'
});
});
or
$(document).ready(function() {
$('#slides').cycle({
fx: 'scrollLeft'
});
});