Did you download the 1.1.0 release of PowerGallery? The slideshow galleries are updates that were released in 1.1.0. If you didn't make the update, then you wouldn't have the slideshow option. If you do, you would have to go into the admin pages and go to the choose design tab. The slideshow options should be at the bottom.
The gallery looks fairly centered to me.
You can try to just use the embed tags and put the mp3 there. The mp3 would be played by the default player. If not, there are other scripts that will automatically play the song that I haven't experimented with.