Slides with Sounds

I am trying to publish a slideshow as a webpage, and it has sounds on each of the slide transitions. It works fine as a presentation, but when I save it as a webpage it dosn't work. If I add the sound as an object, on each slide I can get it to play when clicked on, but not automatically when the slide loads.

I am really confused as to why this isn't working. I am using office 2003

Any Ideas?

I am a highly experienced user so you can use big words with me and I will understand what you mean.

-Greg