To burn a Puppy CD in Puppy you will need to either have:

Puppy installed to a hard drive or, if running the live CD, have a pup001 or 002 file on a hard drive
Download the Puppy iso into my-applications, it doesn't have to be that directory but it's easier to remember

Click on ' Start / Multimedia / Gcombust CD writer '
In the window that opens at the top click on Burn and in the window that opens go to ' ISO 9660 Image '
Click ' Choose image location ' and go to /root/my-applications/puppyxxx.iso ( replace xxx with your puppy numbers)
Go to ' Multi Sessssion ' and click ' Use data '
Untick ' Dummy test run '
Click ' Detect SCSI drive ' then ' Check SCSI settings '
Click on the ' Combust ! ' button at the bottom
This will create your Puppy CD