Why the problem
insert the cd
Use the universal installer chose frugal, install to windows partition
Save the save file to the folder that was made in the universal installer.
CD in = puppy
no CD = windows
have run my office pc for 6 years.
I ran like that for several months (actually, I had my save file on a flash drive -- I didn't move it to my HDD for 6 months or so).
The only problem with that method is that I can't control the boot process -- I always perform a file system check before loading. The CD doesn't do that by default. Using 4.31, I had remastered it to add that option (I have always thought that should be on the CD by default).