Based on the error, and not knowing when teh error occured.. assuming..
your trying to install it locally on a usb or HDD and have not made a linux partion for it or not using an embeded version of DSL (or the mod doesnt support embeding)
It looks like its trying to write files to a fat file system (windows)
imo go to
www.damnsmalllinux.org and download the embeded version of DSL and see if you get the same errors