Nivoslider provides one of the maturest slider plugins for jQuery. However, you might face problems with the latest release (version 3.0.1) when adding links to the sliding images. While other browsers worked fine, the Internet Explorer does not provide the links to be clicked by the used.
This a css issue and can be fixed by simply adding the following definitions to your css:
/other than IE/
Nivoslider: Image Link Problem in Internet Explorer