Follow these steps to loop a music (or any sound) file across slides in PowerPoint 2002 (XP) and 2003:

1. Navigate the first slide of the presentation and choose Insert | Movies And Sounds | Sound From File… as shown in Figure 2 .
   
   
   Figure 2: Sound from file
2. This opens Insert Sound dialog box as shown in Figure 3 . Navigate to the sound track you want to insert and click OK.
   
   Note: PowerPoint allows you to insert several types of sounds in various formats -- but WAV, WMA, and MP3 work best.
   
   
   Figure 3: Insert Sound
3. PowerPoint brings up a message window, as shown in Figure 4 asking how you want the sound to start in the slideshow. You can choose the When Clicked option, but Automatically works best -- so go ahead and select Automatically.
   
   
   Figure 4: Play automatically
4. This will insert the sound in the slide -- Figure 5 shows the inserted sound icon that you'll probably find right in the center of the slide.
   
   
   Figure 5: Sound icon
5. Right click the sound icon and choose Custom Animation in resultant context menu (see Figure 6 ).
   
   
   Figure 6: Right-click menu
   
   This will open the Custom Animation task pane on the right side of the PowerPoint interface.
6. Now click the sound file listed within the pane - click again on the down arrow next to the name of your sound file to bring up a menu. In this resultant menu, choose Effect Options (see Figure 7 ).
   
   
   Figure 7: Effect options
7. This will summon the Play Sound dialog box as shown in Figure 8 . In the Effects tab, under Start playing choose the From beginning radio button. For the Stop playing option, choose After and type 999 (refer to figure 8 ).
   
   Note: You type 999 here since that's the largest number that PowerPoint will allow you to add here.
   
   
   Figure 8: Play Sound
8. In the Timings tab, match your settings with the following screenshot .
   
   
   Figure 9: Timing tab
   
   When done, click OK to get back to your slide.
9. Right click the sound icon again and choose the Edit Sound Object as shown in Figure 10 .
   
   
   Figure 10: Edit Sound Object
10. This brings up the Sound Options dialog box (see Figure 11 ).
    
    
    Figure 11: Sound Options
    
    Under Play options check the Loop until stopped box (highlighted in red) and click OK.
11. In all versions of PowerPoint, you might see a sound icon on the slide where you inserted the sound - if you don't like the icon on the slide, just drag it to anywhere off the slide - your sound shall still play fine.

Courtesy of Geetesh Bajaj, http://www.indezine.com