I tested it on IE6 and 7 -- no problem. On Mozilla Seamonkey (the original) there is no problem at all. On Safari, there is no problem. It is a firefox-only issue. When the first slider activates, there is noticeable pause and flicker, and coming back through the panels, when you get to the first, it slides in and out momentarily in FF 1, 2 and 3.
To debug this further, you would have to get into the Dynamic Drive code and see if there is any firefox specific hacks, or IE specific hacks. If so, you might adapt one section of the code to work on the other browser that gives trouble. Other than this, it is pretty much a matter of choosing a different slider script.