To make an icon file, create an image of desired size (32x32,48x48) in Paint and save as a '.ico' file. Alternatively, u cud use IconArt and other icon editors.
@xenkatesh, I don't think 'open=file.ppt' will work.Visit this link if u want ur slideshow on a CD:
*www.echosvoice.com/autoruncd2.htm