You need to save your PowerPoint, along with the music into a single folder.
Once they are both in the folder, re-insert the music into your PPT file. To
transfer this presentation and not lose the links, you must transfer the
entire folder. For example, if you want to email, right click on the folder
icon, select Send to > Compressed (zipped) folder.
If this doesn't work, you can convert the PPT to an executable file. The
link for converting a PPT 2003 is here:
http://www.presentations.com/presentations/creation/article_display.jsp?vnu_content_id=1000492115.
2002 is also convertable. See
www.indezine.com for instructions. Note: The
file size becomes larger when you convert to an exe.