[pkscout]

If you want images from the mucic genres\fanart\ folder to always show regardless of other available artist artwork, set it as the override slideshow.

P.S. I'm going to request that the mods merge this into the AS support thread.

I tried setting it up like this, but it's not the same. 
Now if the artist's fanart is missing, the genre fanart is displayed (for example, a song-the genre fanart rock, rock1, rock2.. rock10 is displayed). The next song is again displayed fanart rock, rock1, rock2.. rock10.How do I set up the rock11 fanart to be displayed on the next song?

You can't. Once a different artist is playing, AS resets the slideshow and randomizes the images.  There is no checking to see if the genre changed.  The addon is, after all, called Artist Slideshow, not Genre Slideshow.  '-)