Thanks John. I inserted the sound using Insert > Audio > Audio from file. But a lot of the defaults were messed up. I discovered I had to bring up the Animation Pane and change it from Start On Click to Start With Previous. I had to bring up Effect Options and change Stop Playing from After Current Slide to On Click. I had to go to the Timing tab and change the Trigger to Animate As Part of Click Sequence. Finally, I had to go to the Transitions tab and, under Advance Slide, enable On Mouse Click and disable After.

Seems like a lot of work to go through for each of the slides where I wanted that effect, but it worked.