When inserting isn't really inserting
I recently helped a client understand that when PowerPoint says Insert, it doesn't always mean it. Here's what happened. They had an audio file that they inserted into a presentation. Sent the presentation to someone else and the sound did not play. Why not? It was "inserted" wasn't it? Well, not exactly.
You see, when PowerPoint "inserts" an audio file, it will only embed the audio file in the PowerPoint file if it is smaller than a certain size. By default, this size is 100 KB, much smaller than almost any sound file you will use. (Side note: You can change this default embedding size by going to Tools-Options-General tab and increasing the "Link sounds with file size greater than" value). This was done when it was thought that a PowerPoint file would get bloated if audio files were embedded and not making your PowerPoint file larger than it needs to be is still a pretty good idea.
So how do you make sure your audio file plays when it is sent to someone else? Make sure that you send all linked audio files as well as the presentation file. This issue also affects "inserting" of video files and making sure that they play when they get to their destination is one of the important topics I cover in my video tutorial "Incorporating Video into Your PowerPoint Presentations" (click on the title link to get your copy).