Click Insert > Object. Select Create from file.
Click Browse and look for the exe file. Click Ok.
Now, click Slide Show > Custom Animation.
Select the exe icon that has been inserted, click Add Effect > Object
Actions > Activate Contents. Under Start, set On click to After Previous so
that it starts automatically.
There will be a warning that prompts you on the file which might contain a
virus. If you want to remove the warning, have a look at:
"Security warning message when clicking hyperlink in PowerPoint 2003: "files
might harm your computer""
http://pptfaq.com/FAQ00587.htm
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Shawn Toh (tohlz)
Microsoft MVP PowerPoint
Site Updated: Oct 20, 2007
(Amazing PowerPoint animations, artworks, games here)
http://pptheaven.mvps.org
PowerPoint Heaven - The Power to Animate