Start a movie or sound automatically or on mouse-click
The steps below are for movie or sound files on a slide that has no custom animation sequences or animation schemes.
On the slide, click the sound icon or movie, right-click, and then click Custom Animation.
Click the arrow on the selected item in the Custom Animation list, and then do one of the following:
To play the sound or movie automatically, click Start With Previous.
To play the sound or movie on mouse-click of the sound icon or movie, click Timing, and in the dialog box, click Triggers. Click Start effect on click of, and then select the movie or sound in the list.
You can find some quick training guides
here at Microsoft.
This site is the Powerpoint 2003 how-to home.
Good Luck!