Does anyone know how to get a power point show to play in a website when the link is clicked instead of downloading?

You will have to use 3-rd party.
I recommend google docs.
It is free, and easy to use
http://docs.google.com/
You upload your presentation, then under SHARE (top right) select option "Publish /embed" where you can copy code for your website.

You could also try this web-based presentation application. You can directly import powerpoint files, edit them with features that are more powerful than powerpoint, and share them with anybody (w/out downloading).
www.sliderocket.com (http://www.sliderocket.com)