PowerPoint does not have a native feature to do that - but third party
applications can do that. Not all of them do it too well - and you'll need a
Powerful computer to get better results - luckily many of them have trial
versions and you can check if they work for you.
The only way to do this is to get specific PowerPoint to DVD software. The
best I've found is this one:
http://www.ppt-to-video.com/powerpoint-to-dvd-overview.html
this was is $79.95 and is one of the few products that didn't mess up
animations, transitions and music.
The other option is to use Windows Movie Maker but you would have to start
from scratch and insert all the pictures onto it. I believe Windows XP and
Windows Vista came with this free software so you probably have it. You click
on Import Media and select the pictures you want (press Ctrl to select
individual pictures). You can then use the Auto Movie button to add credits,
music and transitions to your movie. Then burn it to DVD.
Hope this is helpful.