In reply to RockAngel:
Add it as a slide transition effect - Do not put it on a slide.
Edit: Just tried it. Put the sound transition on the slide you want the music to start on (obvious - but there's no option to move it). Do not "apply to all slides" - otherwise the music will restart at each transition. If you're presenting on a different computer - don't forget to take the music files as well as the presentation.
Post edited at 19:58