I suggest the best way that, you can make your automatically changing
slideshow as Flash file, and then insert the Flash into your presentation.

You mean it loses quality in translation?  You may choose some great
PowerPoint slideshow to Flash tools to complete your masterpiece, such as
Wondershare PPT2Flash (http://www.sameshow.com/powerpoint-to-flash.html). And
about inserting Flash files to PowerPoint presentation, you may read my
article at
http://www.sameshow.com/other/insert-flash-into-powerpoint-2007.html

There's absolutely no need to use Flash to do this!!! (even though it seems
poosible to solve any problem with it [for some ;O)]

Try this:

Slide Show > custom shows > new

Add all the slides in the loop
Call the custom show "Loop"

Do it again and create a new custom show with all the other slides
Call this "Main"

Make sure that the slides in loop have an auto transition after xx secs

Add an action button to all the slides in "loop" that hyperlinks to custom
show "Main" - once you have made one you can copy and paste to the other
slides.

In Slide show set up show choose "loop continuously until esc" and show
slides > Custom show "loop"

When you start the show it will loop the first show until an action button
is clicked.

Note the second show will also loop so add an end show button at thye end.

If you don't want buttons there a very good tutorial from TAJ here:
http://www.awesomebackgrounds.com/powerpointlooping.htm