Jeff,
If you want to open another program, as you mentioned (rather than an
existing file), one way is to insert an Action Button (Slide Show>Action
Buttons). When you choose a button and drag it on the slide, the Action
Settings dialog box opens. One of the options is Run Program. You then have
to navigate to the executable (.exe) file that launches that program. For
example, you can open Word in this way. When you close Word, you'll be back
on the same slide.
In most cases, when you click the Action Button in slide show view, before
Word opens, you'll get a security message, which is somewhat annoying. You
could set your macro security setting to Low for just this presentation.
(Tools>Options>Security>Macro Security). Be sure to set it back to its higher
setting after the presentation.
Ellen