If you are using Windows and find that sometimes the music does not start with the slideshow then this is likely to be problem with a lack of system resources.  Here are some possible solutions:

1. Close other programs that use a lot of memory (eg Photoshop)
2. Use a different song type. eg .mp3 instead .wma (or the other way around)
3. Try using an iTunes playlist to select and play your music - the music will be played using QuickTime instead of  Windows Media player which sometimes seems to work better.
4. Get more memory in your computer (1-2GB minimum for XP - more for Vista)

The problem occurs when there is not enough free memory for Windows Media player to load itself and the music file. This free memory is normally automatically obtained by swapping out parts of the memory not currently being used to your hard disk. However this process can be very slow and it is better to have the free memory there in the first place.