I have downloaded my slideshow as a .mp4 format to play offline, but my PC says that media player cannot open it.
Unfortunately Windows Media Player does not support the .mp4 file format. For more detail please refer to the Microsoft's Information about the Multimedia file types that Windows Media Player supports.
In order to play the downloaded .mp4 file on your PC, please use alternative media player (such as Apple Quicktime - http://www.apple.com/quicktime/download/), or install any codec pack for Windows Media Player.
As for the alternative player or the codec pack, the following page might be helpful:
Playing MP4 in windows media player 11 - Microsoft Answers