The animations and slide show features are only available in a SWF file which, as you've discovered, requires Flash.
A workaround: Select only the slide show and any buttons associated with it, and export to SWF using the Selection option on the Export dialog. Then place the SWF file back into InDesign. Use the Media panel to create a poster image. Then export to PDF.
SWFs expect to be viewed in web browsers for the most part.
Thank you very much Steve - I havent tried yet but this sounds like the perfect work around to my problem!
Ive run a relatively successful test of your work around. A couple of bits you maybe able to help with if you have a minute.
1 - Where I've inserted my (now swf) slideshow, the quality of image isn't fantastic - any ideas?
2 - It also seems when I export it all to Interactive PDF that in order to get the slide show to work I have to do one click to "activate" it before I can use the previous/next stage buttons. Is there a way it could be used without this activation click?
Both of those are limitations of the workaround, and I don't know how to work arount them. This is essentially a "hack," and is not perfect.