If the code you show in the link is what you've put into your CEWP, I'd expect problems. What you show is a full HTML page, including a BODY tag. You should only include the markup you want. I think that will probably solve the issue.
2. <!DOCTYPE html> 3. <html lang="en"> 4. <head> 5. <meta charset="utf-8"> 6. <title>Slides, A Slideshow Plugin for jQuery</title>
44. </head> 45. <body>
and the closing
105. </body> 106. </html>