With a boot text file (and they're aren't 100% perfect) you can get most computers to open a file and begin playing it. So, for instance, if you had aPowerPoint pres that has all the links you referred to, and you saved it as a .pps, not a .ppt, and burned that and boot ext that says to open that .pps - you'd be set. There are plenty of examples of boot texts on the internet.
If you were thinking you'd like a movie of your slides - the powerpoint conversion you referred to - I use Camtasia to capture ppt, edit and add audio and arrows, and then disperse on CD. Camtasia costs money though. A free Microsoft product called PowerPoint Producer allows you to covert your slideshow into streaming media. My experience with it is that it's easy to use, but it has Microsoft Bloat that makes it useful for for high speed internet, it is faster burned to a CD though.
I've made slide shows in Premiere Pro, not ENCORE, and they come out really nice. I found ENCORE a little buggy in the slide show mode, maybe I didn't understand what ENCORE needed though.
So I think you can use a lot of different software and all you need to do is decide what boot text to use.
But if I'm wrong and you are more concerned about the software here are three links for examples of using Camtasia, PowerPoint Producer and Premiere Pro.
You can see a PowerPoint saved in Camtasia example here http://www.bmidd.com/samples/iccv.php
You can see an example of PowerPoint Producer here http://www.bmidd.com/samples/ppp/ttexcerpt_files/Default.htm
You can see a sample of a PremPro slide show here http://www.bmidd.com/samples/wardrop/index.php - after the 18 second intro click slide show.
