Hoping someone out there can 'point' me in the right direction... (no pun intended)...

Not having much experience with Power Point, I am however, able to set up a slide show. I know that you can sync the timing of the slide show with music and I know how to set up the slide show and play the music from a CD... but... is there a way that I can apply the music to the actual disc on which I have the slide show, rather than having to play them both separately???
Hope this makes sense...
Thanks!