Do you need filenames during a slideshow that is auto advancing, or just because the slideshow is full screen? Don't forget you can "turn the lights out" (hotkey L) and then just maximize your screen. Don't know why you would want the filenames during the actual slideshow.
Hi Chris...
There is a way... at the bottom of your panel, just above the filmstrip there is a variety of icons... one of which is 'ABC'. If you click here and then click to the right of it, there are many options for custom text you can include... caption, date, equipment, etc and filename. Funny though, it's kind of hidden... not in the usual places one would look. The custom text is nice too, if you want to include personal information in a slideshow such as 'Flynn Family'. To change the font of these items though, you have to go back over to the 'overlays' section on the right.
Hope this helps!
Niki