Problems saving PowerPoint file with video

I have created a PowerPoint presentation with video in it. The video is not from the web, but rather saved as WMV files on my computer. When I save the PowerPoint presentation to a thumb drive to transfer it to my work computer, the video won't play. I'm guessing this is because the video file is not accessible to me. Is there a way to save the video files into the powerpoint presentation? I can't transfer the videos, because then it says they won't play because they are moved. I'm using 2007 office BTW.

 

Use the PowerPoint packager. It will copy everything you need. Package for CD is the name used to describe the procedure to make your presentation portable in PowerPoint versions 2003 and 2007
"Package your Microsoft PowerPoint presentation ready to go with PowerPoint's Package for CD feature (versions 2007-2003) or the Pack and Go feature (version 2000 and earlier). Your presentation can be played on any computer by including the PowerPoint Viewer. "
from:
http://presentationsoft.about.com/od/powerpointadvanced/a/package_hub.htm

Or by video not playing, do you mean sound only? Maybe a codec missing.

 

Yep, that worked. Thanks guys, you're great!