Why cannot you use Mathematica Slideshow?
Avoid PPT, - use built-in Mathematica slideshow templates, they were recently updated and are beautiful. Advantage is - you preserve all computations and native graphics (like rotations in 3D, etc.). View this video.
If you must use PPT, then Export to .GIF file. I see you tried .SWF, this may work too, but you had some problems. Here are solutions with .GIF file
Exotic option is to make a CDF file, embed it into a web page and then use LiveWeb ( tutorial ) to display the webpage in PPT. Very experimental, no guarantees, I did not try it myself.
You can simply screen-capture and export to .GIF with free utility: LICEcap