I am using PP 2007 and there are several options you can choose when setting up a PP presentation with audio. You can choose to play the song across slides, play it looped until stopped, play it automatically or when clicked.

I am not exactly sure that those options are in PP2000 SP3 however, I think they are.

Check out the following Word document for more detailed explanations of setting up audio to do some of the things you want done:

http://www.cedu.niu.edu/~builta/fsi2...rpoint2000.doc