Hello!
Thank you for using The Cure

. Currently, jSnippets is not supported very much since we are working on a new, easier to use release. However, if you upload the JS for nivoslider into jSnippets, then make sure it is being used on The Cure, it should work fine. Make sure that you have copied any necessary CSS into the global.css (or create your own CSS file if you desire).
Other than that, I am sure that the Nivo Slider documentation can walk you through the rest (you'll want to edit the header template for your HTML, or your index if you only want it on the index page -- which probably makes more sense). You will probably have to enable the slider which you can do by doing something like this:
$(window).load(function() {
$('#slider').nivoSlider();
});
Good luck with it, and let me know if I can help any more.
Thanks,
Mike