A good tutorial for USB install of Puppy Linux 4.30 is made available as PDF (English, also Italian and Spanish) by Alex Gotev.
Note that USB drives will be named /mnt/sdb or /mnt/sdc in newer Puppy versions, but /mnt/sda in older ones. Now, did you notice that the newer Puppy will have a hard disk named /mnt/sda? Therefore, BE CAREFUL - you must know whether WHAT YOU THINK TO BE USB IS NOT YOUR HARD DISK!!! You should know exactly that what you are targetting for USB install is not your hard disk. Look at the drive icons in your desktop: a USB icon will be associated with your USB drive.