Apparently you can - puppy provide a zip holding an exe install for XP documented this page. Simple google found it - the OP should also have been able to find it.
Never tried it, and it's been many years since I tested grub4dos.
I've used it on a Windows 7 laptop. It installs Puppy inside of Windows 7 as a program that windows can see in revo uninstaller or add remove programs. It installs grub4dos but does not remove Windows MBR.
So if you wish to uninstall it. Like I did . Your Windows MBR screen comes back in control.
Pretty Nifty really. I uninstalled mine because Windows update did not like what I did,
Installing Puppy inside of Windows 7 gave it a hissy fit on updater.
It is pretty easy peasy to use though. At least for me.
Edit: forgot links to the .exe I used
Edit 2: if the OP decides to go this route. Get rid of the D partition and just merge it into C. No need for D using this and it may not work outside of using C.
Because it installs like a program INSIDE of a working Windows install.