Here is a tutorial on how to loop a sound file in a PowerPoint presentation for PowerPoint versions 2002 and 2003.
Pull down Insert to Movies and Sounds and select Sound from File:
Browse and find your desired sound file.
I usually select have it start automatically.
You will get a little sound icon, but we can fix the appearance of it later.
Pull down Slide Show to Custom Animation.
Right button click on your sound file in the Custom Animations window.
Left click on Timing.
Left click on the Effect tab.
In the middle area set the After: to a slide number one larger than your entire number of slides in your slideshow presentation (I had 25 slides so I typed 26 here...some tutorials advise using 999 and that would be fine also).
Then click OK and you're set to go.
To get rid of the little sound icon marker drag it off the white slide area. Or even easier...left button click on the Sound Settings tab and select Hide sound icon during slide show:
End of Tutorial