For PowerPoint XP users use the Pack and Go option.
File - Pack and Go

Click Next.

Choose Active presentation and click Next.

Choose the destination folder and click Next.

Choose Include linked files and Embed TrueType fonts and click Next.

Choose don't include viewer and click Next.

Click Finish.

The following files will be created.

Double click the PNGSETUP.EXE file and choose a folder to create a packaged PowerPoint file.

The destination folder you choose will contain all of the files and fonts for your presentation.