What message did you get? what format of sound file did you add to the slide?
Usually we start off by putting the sounds in the same folder as the
presentation, and then from the insert menu, Movie and Sound, Sound from
File, select the sound file you want to insert .
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PowerPoint to DVD, PowerPoint to MPEG Software
http://www.ppt-to-dvd.com
Convert your PowerPoint files to DVD and view them on regular TV.
PowerPoint to Flash Software
http://www.sameshow.com