There was a mistake in my example. I meant the following:

Master slideset:
slideset 1, slide 1
slideset 2, slide 1
slideset 3, slide 1
slideset 1, slide 2
slideset 2, slide 2
slideset 3, slide 2

slideset1 is at c:/test1.ppt
slideset2 is at c:/test2.ppt
slideset3 is at c:/test3.ppt

I would like preserve formatting when the slide is copied into the master.