If you don't want to loose your fonts, graphics, sounds, etc. I would recommend you to convert your presentation to a Flash video and then write it on a CD.

You can do this using a great product, iSpring Presenter Pro . It compresses your PowerPoint presentations and all related resources into a single Flash file (.swf) or projector (.exe) keeping all animations, transitions, sounds, etc.

The second way is to upload your presentation to SlideBoom portal and buy a pro account that allows you to download your powerpoint presentation in a form of windows or mac projector.

It is easy to make your presentation to start automatically from a CD. Just write a windows projector (.exe) and an 'autorun.inf' file to a CD. You can find out more about creating 'autorun.inf' files here:
How do I? Make the autorun.inf file for automatic loading of CDs and DVDs
Autorun.inf Editor - Create Autoplay CDs