Generally, using "Package for CD" feature to save presentation to cd
is a good method. Please make sure the music can play back normally on
the presentation before packaging. Some music files can not be
embeded in presentation if there are a lot of music files.
In fact, I have another good idea for you.
You can convert your presentation to Flash and then burn it on CD.
With some third party tools such as PPT2Flash Standard http://www.sameshow.com/powerpoint-to-flash.html you can convert your
presentation to Flash with single click.
So that all your music files can be embeded in Flash and the Flash
will be smaller than your original presentation. That is, The burn
work will be easier.