It turns out that Keynote does a bang up job of exporting a Keynote presentation to a Quicktime movie. The cool thing is that it acts much like it would playing it back in Keynote, you advance and back through the slides, all the effects how and everything. It's really pretty awesome. The only real downfall is that the files are much larger because it's a movie, and you can't quickly back up or go forward multiple slides.

If you want to check it out, here's a link to the Keynote Presentation that I did, I exported it to a small 320x240 size to keep it small, 7 megs. open the file and it'll start in Quicktime (Mac or Windows) hit enter or click on the screen to start it, you can keep clicking or use the right arrow key to advance, left arrow key to reverse.