This is not complex but will require some coding.
First of all if you take a look into the source code of the script you'll see that they have before / after callbacks which are called before and after the new slide shows. The only missing thing is that they don't have some kind of "stop", i.e. if you'd 'return false;' from the 'before' callback until you load the image. If you want to go with responsiveSlides script I would suggest two solutions:
1. Override the 'slideTo' method, display preloader, load the image and when done continue to next slide.
2. First preload all the images and only then initialize your responseSlides script.