Hello Simon,
Try Wubi. http://wubi-installer.org/
I recently used this in similar circumstances and it went fine. - You can download the iso to the machine and use that without burning it to a CD, then run the installer from a "windows" desktop.
Another thing you can do is a manual frugal install of puppy by copying some files and creating a directory on the "windows" root - which isn't perfect but results in a distro that may be appropriate for your hardware, and really quite snappy. Instructions on their website (somewhere I don't have bookmarked) - a search for "manual frugal install" should do it.
Good luck!