In 2003, you can just change the extension from ppt to pps.
Alternatively, open the PPT and do File > Save As and change the Save As
type to PowerPoint Show (*.pps). You will have to scroll down in the
Save As types to see this, but it is there. Note, your question was
specifically about 2003 so others reading this should note that changing
the extension doesn't work in 2007.
--David
--
David M. Marcovitz
Author of _Powerful PowerPoint for Educators_ http://www.PowerfulPowerPoint.com/
Microsoft PowerPoint MVP
Associate Professor, Loyola University Maryland