Why don't you use the code and example from which you based the idea on.
That had fadein/fadeout plus the links you desire.
You just need to tweak css/html to place the elements in the correct order.
But answering to your question the plugin you are using is picking all the child elements of your ".fade" DIV, changing their properties and not assigning any kind of class/hook to this child's, therefore you cant change it unless you modify the plugin itself, but would defeat the purpose of using a plugin right.
After chaning some css this is what i have got(based of http://www.spicypeanut.net/Slideshow/Slideshow.html)
I would suggest to try it this way as with your current plugin you will have a hard time to accomplish what you asked.