How to install an OS such as 'Damn Small Linux' on a pen drive for a computer already having XP?
February 13th, 2010 | 
Author: I don’t want to lose the XP installed on my computer, and want to either be able to run the new OS with XP as a host, or to boot from it on choice. I simply want to experience Linux on my computer, but the instructions in the internet are very confusing for guys like me who are doing this for the first time.
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I found this page when looking to do something similar myself. I ended up using a different solution, but the instructions look simple enough.
http://www.pendrivelinux.com/all-in-one-usb-dsl/
Good luck!
http://www.puppylinux.org/downloads/official-releases/puppy-linux-412
pg
Use DSL embedded:
ftp://ibiblio.org/pub/Linux/distributions/damnsmall/current/dsl-4.4.10-embedded.zip
It’s probably the easiest way to use Damn Small Linux inside Windows.