Hi Lesley, that is a good question, the answer, I don't know have never tried to do so.  I have researched the internet and what I read stated Sony, (brand of TV I own)  can only read FAT16, FAT32, and EXFat file systems.  I have no idea how to save my slideshow as one of the mentioned files, do you?  Information I read stated to create a folder at root named dcim,  Sony can only display JPEGS, but MPEG4 is supported files from USB device require still images to be JPEG, music MP# format, video AVCHD, MP$ (AVG) or MPEG1.   Apparently not any USB memory device will work they memory device has to be compatible with the TV USB connection.  
The slideshow is a gift, the person receiving the slideshow on memory stick doesn't have a Sony, I don't know if it will work on any other t.v. guess I should give it a try.
any help would be appreciated.  
Thank you for your quick reply