In this situation, the first time that you click the slideshow file in the Finder to select it, the audio will start playing in the Preview pane. If you then double-click the file to open the slideshow, the slideshow will be playing both in the Finder's Preview pane and in QuickTime Player.
To break-up the double play, either click the Preview disclosure triangle or click a different file in the Finder to stop the Preview pane play. To prevent this from happening in the future, switch the Finder from Columns view to List or Icons view.