Audio files can be marked up with still images and URLs that can be accessed by clicking on the images. These files are known as "enhanced audio" files.

This on-line tutorial shows how to mark up an audio file in garage band to include chapter artwork and links.

Perhaps the most powerful tool for lecturers who wish to record a powerpoint (or keynote) presentation as an enhaced audio file is the $30 application Profcast (mac or PC). Drag your Powerpoint of Keynote file onto the profcast window and click record. It will launch your presnetation for you. During the presentation it will record the audio from your internal microphone (or any external sound source) and create chapters every time you advance to a new slide. It grabs the slide image as the chapter artwork and takes the text in the title field as the chapter title. When you exit your presentation it will compress it all into an enhanced audio file for you and can even upload it onto a server and publish it as a podcast episode for you. Usage is straightforward, but if you want detailed instructions check out the online documentation.

An application promising similar functionality to Profcast called Apreso is available for windows, however it is marketed for campus wide licenses rather than individual purchases, so I have not had the opportunity to work with it.