Renee,
First copy your sound on your hard drive.
Then in PowerPoint 2002/2003
Insert
Movies and sounds
Sound from file
select your sound
Click on Automatic when asked how the sound should play.
An icon with a speaker should appear, drag it outside the slide limits.
Right click the icon and choose custom animation.
In the custom animation task pane choose with previous of after previous
next to Begin. The sound item should be first in your list of animations.
Double click the sound entry in the task pane, on the Effects tab, choose
from beginning, click the radio button beside Stop Playing after. Put in a
high number in the box if you want your music to play throughout the whole
presentation. If it only has to play for one slide choose the radio button
after current slide.