Have given up for now, no settings in the BIOS will get this damn thing to boot from flash disk, it just comes up with the sfs file is missing when it is not. There is obviously some incompatibility with Puppy Linux and this motherboard (ASUS P6T SE), or rather the USB implementation that is on-board. I even tried installing on a IDE hard drive plugged into a USB docking station but it still threw up the same error.
So, if you have the same motherboard as this, don't expect to boot from USB yet.
I'll try and work on the boot files on the flash disk to see if anything can be done there to get this damn thing to boot but I'm not hopeful about it.