There is probably some sort of digital rights management encryption put on it that only allows it to work with certain programs. I am not encouraging you to do something illegal like sharing it, but there are programs around that can beat encryption and allow you to convert the files to a different format that works with Movie Maker. After all, you paid for the song, why are you not allowed to use it for personal use any way you want? I have never done this personally, but I know there are programs out there to do it. I still stick to CDs because it is easy to rip them to your pc and you always have a hard copy backup.
You might want to contact Napster support and ask them what to do.
Power Point is a very powerful program, but it really is not intended to be a slideshow program. There probably is a way to do it, but it would not be as easy. You should seek out a MS help website if it is your only option. It also can not hurt to look in the help file of the program. MS usually has pretty good ones.