[Help Wordpress] Royal slider won't work when I embed in theme file, please help? thanks

Hi there, love Royal slider!
Running into a problem though.
It works beautifully when I use the short code within a post or page.
But I'm trying to embed the php in my theme file, and it breaks.
I want it to show here, and have it as a background header I guess.
http://bit.ly/1498ELw
I get the first image, but no captions, no controls and it won't go fullscreen even when I set the css to 100% width.
Can you please let me know where I'm going wrong?
I would like it to look like this: http://bit.ly/15kEbN6
but have it be royal slider in the background!

thank you so much! I'm desperate to get this working..
Mara

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help.dimsemenov.com