How to boot from a USB flash memory drive without B.I.O.S. support
Some BIOS BIOSs, especially older ones, don't support booting from a USB.
If your machine won't boot from USB, there are still options, boot from CD/DVD and run multisession, saving your puppy back to the CD each time, or boot from CD, and save to usb.
Or dfrugal puppy to a USB drive (4GB total, 3GB formatted to ext3, and 1GB swap) and remaster a cd with isolinux.cfg edited to include the pmedia=usbflash