Run song during PowerPoint

I havea slide show that I have set it to loop until it is stopped and I want to have a certain song play while the show is running. I have tryed to use the insert menu to insert a cd track. But when I do it will stop the slide transition and if I try to advance the slide the song stops. When I inserted into the slide master it would stop when the slide changed and restart on the next slide. I want to set this all up to run on computers that may not have power point so the solution also needs to work with or with out Power point