As you have said so many questions. maybe is just concerned to two key
points,, they are :

1 you shoud ste up the timing of your powerpoint presentation

How to Timing Automatic PowerPoint Presentations?
http://www.ppt-to-dvd.com/learningce...tions.html#149

2 You want the music file which you just insert played automatically
First, download the song(s) in mp3 or WAV format that can be accepted
by power point.

As you have PowerPoint 2003:
1insert the music file:
click the sound icon to display the Options tab. Click on the tab,
and set Play across slides for Play Sound.
2Set up the effect of the sound:
1.right click on the icon in your presentation and select "Custom
Animation."
2. There will be a section for "Effect" with the option to stop
playing after X slides.
3. Set the number of slides for the sound to play here. Now when you
select OK and exit the custom animation box, your sound will continue
to play.

For more details just check it out below:
http://www.ppt-to-dvd.com/learningce...tions.html#149