Ok found my problem it was a conflict with jQuery as I had added it manually in my head, I could never get it to work using wp jQuery, but did some research and I was doing it wrong. Hopefully anyone else with this problem will find this thread. Here is what I had wrong.
In my header.php file above the </head> I was using.
<!-- Add jQuery library -->
<script type="text/javascript" src="https://ajax.googleapis.com/ajax/libs/jquery/1.6.3/jquery.min.js"></script>
<!--Nivo-->
<link rel="stylesheet" href="<?php echo get_stylesheet_directory_uri();?>/nivo-slider/themes/orman/orman.css" type="text/css" media="screen" />
<link rel="stylesheet" href="<?php echo get_stylesheet_directory_uri();?>/nivo-slider/nivo-slider.css" type="text/css" media="screen" />
<!-- Add Slider -->
<script type="text/javascript" src="<?php echo get_stylesheet_directory_uri();?>/nivo-slider/jquery.nivo.slider.js" ></script>
<!--Nivo-->
<?php wp_head(); ?>
</head>
Since wp already has built in jQuery I had to use
<!-- Add jQuery library -->
<?php wp_enqueue_script('jquery'); ?>
<?php wp_head(); ?>
<!--Nivo-->
<link rel="stylesheet" href="<?php echo get_stylesheet_directory_uri();?>/nivo-slider/themes/dark/dark.css" type="text/css" media="screen" />
<link rel="stylesheet" href="<?php echo get_stylesheet_directory_uri();?>/nivo-slider/nivo-slider.css" type="text/css" media="screen" />
<!-- Add Slider -->
<script type="text/javascript" src="<?php echo get_stylesheet_directory_uri();?>/nivo-slider/jquery.nivo.slider.js" ></script>
<!--Nivo-->
</head>
I was also loading the function wrong to use the built in I guess. I was using
$(window).load(function() {
$('#slider').nivoSlider({
But it needed to be
jQuery(window).load(function() {
jQuery('#slider').nivoSlider({