I don't know if I'm asking a stupid question. But I'm a newbie and I've been using DSL on my old mechine for a while. But I haven't installed it on the hard drive. When I want to use Firebird, it is very painful to download it and run off the ram every time, cauz I don't have a lot of Ram on that mechine. So I was wondering, If I put DSL on hard disk, will it run like just another normal linux distro, or still load in to ram and run from there? Also if I install DSL on hard disk, will I be able to install other programs, like Firebird and keep it permenantly??

If you install it to your harddrive (if thats possible), it will run like a normal distro, from your harddrive. It should be a little faster like that.

And yes, you can install things permanently.

What about KDE? Is that possible too?

There is a hdinstall script. See the DSL home page for info on that.
You can install packages (software programs) easily once it is running on your HDD. If you are familiar with apt-get, that works like a charm. If you prefer a GUI interface to your package getter-installer then apt-get synaptic and then use synaptic to install everything else.

KDE is not possible (I don't think) because DSL doesn't use the full X86, unless you could figure out how to install X86 and then get that to work for X.

KDE is possible - see the DSL forums - just very very hard to get running.