If that part of Puppy hasn't changed, then there is a file created somewhere on the hard drive (e.g., pup0001) where the settings are stored for future use. I believe the size of the file corresponds with the amount of RAM on your system (although I may be remembering incorrectly).
I gave Puppy a try a few versions back and had to give up quickly because I couldn't configure internet access with it on my laptop. The PCMCIA modem is at ttys02 - COM 3 in the Windows world, and Puppy couldn't find it, as I recall. There was also a problem with long user names and passwords in the dialup program (wvdial, I think). Anything over around 20 characters caused the setup to fail.
Where version 1.0.3 comes out (fixing the printing problems in 1.0.2), I may take this puppy for another walk around the block. I'm currently using Feather as my installed system, and nice as it is, I'm looking for alternatives now that the developer has decided to step away due to time constraints. I like the idea of a distro I can download on dialup in less than a day. (I'm on a very slow dialup connection.) I also like a distro that is less than 250MB in size, since I download them on my Linux machine, then transfer them to ZIP disk so I can load it into my wife's XP machine to burn the CD-ROM. (I don't have a CD-RW as yet, and my computer is older, so a USB burner will likely be slow.
Feel free to suggest other distros. I've tried SLAX 5.0.4 (haven't figured out printing yet), GoblinX 1.1 (downloaded when I had access to a network connection - booted to a black screen), BeatrIX (didn't care for it), and DSL (like Feather better).
Walt
walt_huntsman [at] myrealbox [dot] com