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I've read a few forum entries haven't found this issue elsewhere yet. I'm using the free Oxygen theme. The instructions say to select the "showcase" page template to get the featured slideshow.

However, there is no such option. See this screen grab of my page template options here:

http://nationofdreamers.com/wp-content/uploads/2012/11/Screen-Shot-2012-11-28-at-12.25.12-AM.png

I'm using wp 3.4.2 and my site is nationofdreamers.com.

Once you do, the Showcase page will appear in front. Then, Sticky posts with Featured Images that are at least 750 pixels in width will appear in the slider.

Once you have set the front page to your About page, see this for further details: http://theme.wordpress.com/themes/oxygen/

But what does bumping my threads mean.

I'm referring to the reply with simply the number 2 that you added 7 minutes after replying.

This is a common tactic to bump your thread up to the front of the line (which is actually the back of the line since we work from oldest to newest), and it is not allowed here.

http://en.support.wordpress.com/pages/front-page/

Then, I logged out and visited my website...

No featured slider, no showcase template. Just all my posts messed up on the page.

First, you need to set a static front page. Then, edit that page and choose the Showcase Template from the Page Attributes box to the right (this is seen when editing the page).

If you do not see the Page Attributes box, open the Screen Options tab near the top-right (while still editing the page) and check "Page Attributes".

This is detailed at http://theme.wordpress.com/themes/oxygen/

The showcase template with the featured slider...

http://theme.wordpress.com/themes/oxygen/

There is only one main page for posts http://en.support.wordpress.com/posts/ in a blog and all posts will display on the main blog page. There is no way to exclude posts from the main posts (blog) page.

The front page of the blog by default will display your posts (not pages) http://en.support.wordpress.com/post-vs-page/ in reverse chronological order, with the most recently published post on top.

If you do not want all the posts to show on the front page, then you can create a static front page “Welcome” for your site and a “Blog” page for posts.
Choice 1 static front page
Choice 2 running page for all posts on front page
Which do you choose? It’s one or the other.

If you choose a static front page then you have to create two pages as I said above. After you do that you go to > Settings > Reading and make the designation change and click “save changes”.
http://en.support.wordpress.com/pages/front-page/

If only a page is allowed in the showcase template, so how am I supposed to make a page sticky?

You are completely off track. When you make the choice to have a static front page ie. the Showcase Template then it becomes your running page for all posts.

I posted the instructions you need above. Please read them very carefully and work through them slowly because I know for a fact that they work.

Let's say I have 3 blog posts.... Post A Post B Post C

I want to put them all on like a showcase template.

Do I have to copy the posts into pages or is there a way to do this from the posts.?

Sorry but I'm confused again!

In Oxygen you can either have a Home page that displays your posts or a static front page ie. a Showcase template.
Read > http://en.support.wordpress.com/pages/front-page/#setting-up-a-static-front-page

Showcase page template
When you first activate Oxygen, you’ll see your posts in a traditional blog format but if you’d like to showcase your content in an online magazine-like fashion, then you can use the Showcase Page template. ...

Sticky post thumbnails are 750 pixels wide in the featured slider
Regular post thumbnails are 450 pixels wide
http://en.support.wordpress.com/posts/post-visibility/#sticky-posts
Oxygen
http://en.support.wordpress.com/featured-images/#setting-a-featured-image

Page Attributes Won't Show

To create a showcase template in Oxygen, you need to go to Pages > Add New. That's the dashboard screen that should be displaying the Page Attributes module. If it isn't, you click Screen Options http://en.support.wordpress.com/screen-options/ while on that screen (the page editor screen): and include all the Pages and Posts modules. http://en.support.wordpress.com/modules/#list-of-modules each dashboard screen has different screen options.
http://en.support.wordpress.com/pages/page-attributes/