(結論: 「Microsoft Office ツール->Microsoft Office XP 言語設定」で「既定のMicrosoft Officeバージョン」を「英語(U.S.)」に変更)
There are some software for that. TexPoint is famous, but it is a shareware. I tried some of similar software and came to the conclusion that TeX4PPT is the best.
I was using TeX4PPT for a while without any problem. Then one day, I noticed that I cannot write "\cap": every time I try, division symbol ("\div" in LaTeX) appears. I also found that the same problem is happening in the ppt file that came with TeX4PPT. I had no clue at first, but I noticed the character code of "\cap" is 0x5c (in cmsy10), which is backslash in ordinary fonts. Then I found there are a lot of issues around backslash and hankaku-yen symbols, which are used interchangeably in Japan.
Basically, we cannot input backslash in Japanese version of PowerPoint, because it automatically converts backslash to hankaku-yen, as described in the following page at MS:
http://office.microsoft.com/en-us/ork2003/HA011402151033.aspxThere are multiple people asking about the same problem (such as this, this, and this (all in Japanese)) and none of them gave me the solution. There is also an article on experts-exchange.com, which you need to pay for viewing. I signed up for it (using 7 day free trial) to take a look at it, but their solution did not work for me.
Converts the backslash character to a Yen symbol when the installation language is Japanese.
Then I changed the language setting (as written in the beginning) and it just worked. Now a backslash appears as a backslash. I cannot write hankaku-yen now, but I'll never use it anyway. TeX4PPT works as well, though I needed to reinstall it.