As you seem to have found out, slackware doens't have ANY support in ANY binaries for pam. If you want to get any pam support, it is possible, but essentially involves recompiling all the packages with pam support. there are some scripts in the source folder of the slackware ftp site that will allow you to make this a little easier (that is to retain the config you have, but add pam to the programs that need it).
I have read about 1 successfull attempt at recompiling some programs to support pam in slackware. it didn't seem to have been easy.
I suggest you look at www.linuxfromscratch.org
and download the book, and see the part about pam in there, what is required, etc.
Have Fun !
(and don't give up !)