To see if the sound effect setting right?

1. Open Custom Animation task pane from main menu Animations -> Custom Animation. It would appear on the right.
2. Click the drop down arrow of the music item you just added from the Custom Animation list and select Effect Options. A window named Play Sound is displayed.
3. Select After and then set the total number of slides the file should play on under Stop Playing part on Effect tab of Play Sound window. If the number of slides you assign here is the same with the whole number of your presentation, the music would play across your slide show as long as the music track's duration is long enough.

Good luck!