Media Playlist Support - PowerPoint now can playback media from industry standard playlist formats like ASX, WMX, M3U, WVX and WAX.

In PowerPoint (on the slide you want to begin playing the sounds), choose Insert | Movies and Sounds | Sound from File...

Navigate to folder contain the playlist (*.wpl, *.m3u or another format) file (you will probably have to change the "files of type" option to "All files (*.*)"