I am using anythingslider for slideshow and it is showing all images in <li> while page is loading all images and slideshow.
Any body have any idea how to hide/disable showing images while loading slideshow.
Yes, the thing to do is set a height on the container equal to the height of an image. That way, you are not relying on JS alone to style the slideshow, but letting CSS (which loads faster) do some of the heavy lifting. That's what I do with Anything Slider, and it works fine.
If you need any more specific details, perhaps provide a link to your site.