http://www.computorcompanion.com/LPMArticle.asp?ID=150 and http://blogs.msdn.com/waynekao/archive/2004/03/26/96676.aspx note to save it as (or rename it to) a powerpoint show (pps), not as a powerpoint presentation (ppt) and give some helpful hints making it.
A google search or the powerpoint help might give even more information, now you know how it's called.
Hope this helps.
How do I set up a Powerpoint file so that, when the recipient opens it up, it is a presentation. Currently (despite selecting the format Save As... presentation), the files open up with all the Powerpoint tools showing, toolbars, preview panes, etc. (yes I know they can get a viewer only, but I am preparing a presentation that will be sent to people who have, but don't generally use, Powerpoint).