Shyam's plug-in gives you a lot of capabilities that are nice. However,
you can easily put a regular old hyperlink into a document. There are
several ways to do this:

(1) Type the URL (it probably needs to start with the http://). When you
hit space or enter after  it, it will automatically be converted to a
hyperlink.

(2) Type some text. Highlight the text and choose Hyperlink from the
Insert menu (in 2003) or click on Hyperlink from the Insert Ribbon
(2007). From there, you can type or paste the URL or browse to it.

(3) In 2003, you can go to the Slide Show menu and choose Action Buttons
and pick a button. In 2007, go to the Insert ribbon, click on Shapes and
pick one of the action buttons at the bottom. At that point, a dialog
box will pop up. Click on Hyperlink and choose URL from the drop-down
menu. Then, type the URL.

(4) Draw any shape you want, right click on the edge of the shape and
choose Action Settings to see the dialog box referred to in #3.

--David

Do you just need a clickable web hyperlink on the slide? Or do you want a
browser window?