When you save your map as a web page, you should locate the folder and then the output file that is named as image_map.gif – The size of this image may be very large so you can reduce it first using a Picture tool or after inserting in powerpoint you can try to use the Image Optimization tricks.
Alternatively you can select the map you want to copy and then choose Edit -> Copy. Then in the powerpoint slide choose Paste Special and insert it is as bitmap.
You can also try to automate the process by using a VBA script to retrieve the map using MapPointCtl.Map object and then save it as a web page. The macro should then locate the image_map.gif file and insert it as a picture in powerpoint.