Often I don't even burn a CD disc.
Here is a breif sketch of how I do it.
1) I copy files from the disc or .iso file:
- a) I put image.gz and vmlinux where I want, usually in a subdirectory of C:\ (a FAT16 partition)
b) I put usr_cram.fs in the same partition I plan to install the pupxxx file
----------------------------------------------------
It always goes well. But there is a catch, I use GRUB for DOS, it doesn't need to be installed, it is just a single file one can copy anywhere they want on any DOS partition. You have to have MS-DOS or Windows 9x installed to run GRUB for DOS off the hard disk. (There is a way to do it with XP, but I don't use NTFS or XP, so I can't tell you how).
Also, one needs to use the text editor and make a menu.lst file for GRUB.
So what's the catch? The idea of using GRUB for DOS hasn't caught on. I've given up trying to sell the idea.