Your BIOS and You
From DSL Wiki
Before you begin
Make sure that CD-ROM (or USB if you are using a USB pendrive) booting is enabled and before the hard disk in the boot order. For USB booting, you may have options such as "usb-zip", "usb-floppy" and "usb-hdd". Just experiment until you find the one that works for you. You may also need to enable USB keyboard support for some motherboards.
If your motherboard is not capable of booting from CD-ROM (or USB), you will need to make a Boot floppy! Get the Bootable CD Loader (1.50z) from http://bootcd.narod.ru/index_e.htm or head over to one of the DSL mirrors and grab the latest bootfloppy.img (or bootfloppy-usb.img). It should be in the "current/" directory.
In linux, you can create a boot floppy by typing the following command:
dd if=bootfloppy.img of=/dev/fd0
As far as Windows is considered, may I suggest John Newbigin's RawWrite for Windows. It's available at http://uranus.it.swin.edu.au/~jn/linux/rawwrite.htm and is a lot easier to use than the original command-line based rawrite2.exe.
If you are already capable of booting from CD-ROM or USB, ^_^ you're good to go! Just pop in your CD or USB Pen drive and go!
More info about boot floppies is also available.