PowerPoint 2002: Embeding MIDI sequence

Is it possible to embed a MIDI sequence in PowerPoint 2002?

As I have understood after reading a lot of help documentation, Microsoft PowerPoint 2002 only embeds .wav files into the presentation and if you insert a MIDI sequence (as a background music) through Insert>Movies and Sounds>Sound from file … it will create a link to the .midi file and will NOT embed it. This means if you send the slide show to someone via email or on a CD you will also have to include the .midi file along with the presentation.

Is it really a limitation in PP?