If you don't feel like booting Puppy from CD-ROM all the time, you can install Puppy to hard disk. This requires some preparation.
Harddrives, partitions and filesystems
A harddrive can be divided in one or more partitions. If you create several partitions on a harddrive, each partition appears like a harddrive in the operating system. In other words: although you have only one harddrive in your PC, you will see several (virtual) hard-drives with Windows or Linux. Windows designates the harddrives (as well as the floppy disk drive and CD/DVD drive). In Windows they will be identified with letters. Usually A designates the floppy disk drive, C the harddrive (first partition), D the CD-ROM drive, E the harddrive (second partition), F the harddrive (third partition) and so on. Each partition has its own file system, Windows normally uses NTFS (Windows XP) or FAT32 (Win98, Win95).
With Linux the (first) harddrive is adressed as /dev/hda or /dev/sda. If your PC has a second harddrive, it is adressed as /dev/hdb or /dev/sdb. The partitions are sequentially numbered, starting with one. The partitions of your harddrive are adressed as /dev/hda1 (corresponds to the Windows C-partition), /dev/hda2 (corresponds to the Windows E-partition), /dev/hda3 and so on. Linux can work with different file systems such as ext2, ext3 or ReiserFS. These file systems are not readable by Windows. In addition Linux can work with Windows filesystems too. Due to this option a FAT32-Partition is ideal to exchange files between Windows and Linux.