rgreco,
If you are satisfied with lines next to your slides this is possible only
with 3 slides per page.
For 4 slides per page you could use File - Send to Word. Adjust the row
height and the size of the thumbnails to accomodate 4 on a page.
If neccesary you can delete the first column with the slide numbers, and
adjust your margin settings.
Also have a look at this add-in, which may do what you want.
http://www.mvps.org/skp/how/
Luc Sanders (MVP - Powerpoint)