If you want to convert your presentation to a video and then write it on a CD, I would recommend you to convert your presentation to a Flash as a projector (Windows or Mac executable).
You can do this using a great product,
iSpring Presenter Pro. It convert PowerPoint presentations into Flash videos keeping all fonts, animations, transitions, sounds, etc. It also has an option to generate a windows .exe file for your presentation.
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