You will need to embed the font as ijack said. When you save the presentation, you must use the "Package for CD" option; with PowerPoint 2007 you click the Office button (upper left), choose "Publish" and then "Package for CD." You have two options, "Copy to CD" or "Copy to Folder..." If you choose to copy to a folder, you can save that folder to your USB drive.
To run the presentation from your USB drive, you must double-click the file named "play.bat"; if you copy to a CD, then the presentation should play as soon as the CD is inserted in the computer. The first time you run the presentation on a new computer you may be asked to accept a license agreement for PowerPoint Viewer.