Puppy can be installed in a couple of ways, but I think what you want can be found here
http://www.puppylinux.org/wikka/InstallationFullHDD
The document links to other documents to fill out the detail.
Basic, you need an EXT2 or EXT3 primary partition to boot directly into puppy on HDD. You do NOT need to be so quite specific if you have a multi boot configuration controlled by GRUB, as it can take over the boot and then hand-off to the OS. You still need EXT2 or EXT3 where puppy can live.
Best of luck.