Simple in Keynote 2 (I don't use PPT and don't know about Keynote 1)
Open the inspector, choose the far left button at top of inspector (looks like a blank document page). Choose the "Document" button from the two buttons you have at the top of this pane (the other is "info"). Down at the bottom you will see a "well" into which you can drag and drop audio for the entire presentation (use the iTunes Library button just to the right of the "well" to pull a song straight from iTunes).. Volume adjustments and "Play Once", "Loop", and "Off" choices for the music are in the dropdown just to the right of the "well"
