Two ways.
First is to click File > Save As.
Under save as type, click on the dropdown and select PowerPoint Show (*.pps).
Alternately, you can change the file name extension from .ppt to .pps.
--
Shawn Toh (tohlz)
Microsoft MVP PowerPoint
Site Updated: May 19, 2007
9 new PowerPoint Artworks http://pptheaven.mvps.org
PowerPoint Heaven - The Power to Animate