I’ve been asked for many time about how to play sound through multiple slides in PowerPoint. It is easy to make this. I will show you step by step in this thread. I also created a flash demonstration for this PowerPoint tricks, it is available at,
http://www.sameshow.com/democreator/sample.html

Insert an audio file to your presentation, it appears as a speaker icon on slide, in Slide Show menu, Custom Animation, if you use 2007, in Animation ribbon, Custom Animation. Custom Animation appears right click on the audio file in the animation list, choose timing. In Effect tab, Stop playing, After, enter the number of slides you want the audio to play on, then click Ok.