There are two versions of Puppy 2.17 Dancer; the content is the same, they're just compressed differently. The GZIP (or nolzma) version is a little bigger (93MB), but programs start faster. The LZMA version is a bit smaller (83MB), but programs start a little slower. Unless you have a good reason, download & use the GZIP version. Puppy 2.17.1, a minor bugfix, has been released. It is only available in GZIP (nolzma) version.
Once your download is complete, you should have an ".iso" file. First you need to check it has downloaded correctly, by verifying its Md5 checksum. (See Md5 for more info). Then you need to burn it onto a CD or DVD. ( See Burn Puppy CD in Windows, Burn Puppy CD in Puppy, BurningLinuxIsoBasics for more info.)
