Thanks for your answer CNK
I know a little bit about cheat-codes and among them I've noticed the "root=" or at least the "knoppix_dir", thought, I don"t know what Grub4dos can really do. May be it can 't go further than the bootstrap (aka the vm linux and the initrd).
I will try with the Dsl(n)'s stuff at the root of the partition (maybe it doesn"t like to be enclosed in a directory)
Personally I'am not tied to Grub4dos but the Puppys' frugal install are accomodated with (that don't work with Grub,, maybe with Grub2) so, if I find the right settings the Puppiers will be able to enjoy DSL(n) like an other frugal-install.
Beside that, Dsl-n may do not like my hardware : the boot is very verbose before it reaches the DSL's logo, is that usual ?