(third) Yep (http://www.damnsmalllinux.org/wiki/frugal_install.html).
Thanks.
I've tried a frugal-install manually on my hard drive :
That boots until the scan for usb, firewire device and then "Sorry, I can't find Knoppix filesystem..." (seems to search it on an external storage).
At least, I got a tiny shell.
Note that this is the frugal-install of DSL-N RC, I should rather try with the current DSL, no ?
Moreover I use Grub4dos instead of Grub or Lilo,, but it does its job apparently.
Just for the information, here below a Grub4dos setting for a frugal-install like Puppy with Dsl-n
title dsln frugal in sda2 dir dsln
find --set-root --ignore-floppies /dsln/minirt.gz
kernel /dsln/linux pmedia=atahd psubdir=dsln
initrd /dsln/minirt.gz