You need to untick "Show Pop Up Toolbar"
Depends on the version of PowerPoint how this is done:
2002/3 Tools > Options>View tab
2007 Office Button (The big one!) > PowerPoint Options (it's small!)
Advanced > Slide show section

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> When I show the PPT-presentation, I would like the shadowy/relief arrows and
> pencíl and square down left on the screen not to be shown. But I still whant
> the "mouse-arrow" to follow my movments on the screen. Is that possible?