Insert > Movies and slides > Movie from File. I have a feeling that you
already know that, but are having a problem, but you forgot to tell us what
the problem is.
In PowerPoint 2000, 2002 and 2003, PowerPoint asks you if the video file
should be played automatically when you insert it using the Insert | Movies
& Sound | Movie from File... command.
For videos already inserted, you can choose Play settings using the Custom
Animation commands.
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