You link to a sound file on the computer. When you move the presentation to another computer, the links break and the presentation no longer has sound. This also happens to movies.
Put a copy of each sound file and movie file into the same folder as the presentation before you link to it. Same goes with linked graphics or other elements. The time you save by moving the file first more than makes up for the chance you might end up with duplicate files on the hard drive.
By the way, if you didn't insert the link while the movie or sound was in the same folder as the presentation, you can't just move the linked file to the folder after the fact. You need to move the sound or movie file, remove the old link in the presentation, and create a new link ’ in that order.
If the links do break, check out the FAQ entry on fixing links: http://www.rdpslides.com/pptfaq/FAQ00155.htm