Do you have ppt 2003?
If so try File > package for CD

To retain the links of your presentation ,you should burn your presentation
to CD with some particular tools> such  as PPT2DVD
It can retain all the linked videos and animations of your presentation
Download PPT2DVD free trial from http://www.ppt-to-dvd.com/download.php?sid=4
2. a dvd burner

Steps:
1. install PPT2DVD on your computer
2. lanch PPT2DVD
3. import your PowerPoint presentation in PPT2DVD
4. select the needed configurations for your presentation

NOTE: pay attention to these features because they affect the final playing
results:
---norm: NTSC PAL
---video aspect: 1:1 4:3 16:9
5. convert your presentation to a video file
6. burn the converted presentation file to a dvd with a dvd burner.

Some important things, make sure the dvd and the dvd player are compatible.

About the animation and music
This program supports the conversion of most transitions, text animations,
graphics animations in PowerPoint Music can also be well preserved in sync
with the slides.
For better conversion results, it is recommended to add the music after
conversion with the" add background music " fearure in the program.

Note that ,if your PowerPoint file is too complex,pls choose 'Record volume'
in the advance setting,and do not make other noise sound when converting,for
it would record all your music and sounds playing.