when you slice, actually you're making tables.. so just figure out how does tables works as html .. when you save for web.. find the option box and pick gif files
here's is an in-depth tutorials on slicing http://www.visualdesigncore.com/tutorials/...The-Slice-Tool/
http://hyoproductions.com/site2/index.php?...id=93&Itemid=34
http://saberfusion.com/slicing.php