There doesn't appear to be any way to do that. The skin doesn't use the jAlbum directory chaining, so the only options are the ones that appear under Projector > Lightbox > Main Image > Behavior > After the last image.
And there's some odd behavior with those options. For example, Next index page doesn't work - the slideshow just stops on the last image of the first folder. And Next folder's first image does bring up the first image of the next folder, but with the thumbstrip showing, even though it wasn't showing before.