Hi Severin,
Either the JPEG format or Powerpoint are probably not storing and retrieving the correct colour profiles. Check that you have not accidently created JPEGs with a CMYK profile in Photoshop, as Powerpoint may not interpret the colour values correctly. (I'm just stabbing in the dark here.) If worst comes to worst, try converting your PSD files to sRGB colourspace before exporting as JPEG. <shrug> Maybe this is a common problem, in which case a web search or Microsoft knowledgebase might shed some light?
