I am trying to create a simple image slide show in javascript with the aid of jquery. I have been reading tutorials and looking at code and while I understand the basics of javascript and how jquery works I have no idea how to actually put them to use to create this simple task.

All I want to do is take an unordered list of 5 images and cycle through them, preferably by fading one image into the next. I don't need any fancy options or features and the images will already be properly sized. Any guidance on how to get started would be greatly appreciated.

I should mention that I don't want to use a plugin or copy somebody's code, I want to understand how to do this myself.