I was confused about sliders at first as well. Then I found out, you actually PAUSE the song at the time you want the slider to start, left click to start the slider, and keep left-clicking for waypoints before right-clicking to finish. The time you want the slider to last for determines the length of the slider (because they are fixed velocity).
If you've got that down pat and are just confused about Bezier curves, I guess the easiest way is to add more waypoints - that way you get more control over the shape of the curve. It's a matter of getting the length of the slider right first - then you can start messing around with its shape.
Hope that helps!
eyupz
