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When I installed Puppy a month ago, I recall having an option to install to mbr or to install to root partition if I already had a bootloader. You should have selected the first option if you don't already have Grub installed with another distro. Your other option is to have xp boot Puppy which is a little more complicated.
Load your Puppy CD and run the command: fdisk -l (lower case Letter L) and post that partition information here. Someone will be able to tell you how to install Grub and where to install it.
Distribution: openSuSE 42.1_64+Tumbleweed-KDE, Mint 17.3
Okay, in case you haven't solved that by yourself, here is some basic information. You need a program which lets you choose, which system you want to start, i.e. a boot loader. That can in your case be either the Windows boot loader or GRUB.
What happens technically is similar: the loaders either start their original OS ... or they call the other boot loader, a process called chain loading. I'd suggest you install GRUB (I could help you with the original NT-loader but since I don't use win anymore and Microsoft changed some things ... alternatively you might search this site, there is a solution for win posted here for sure).
To get GRUB to handle this it has to go into the MBR (only if you want it handled by the win loader it should go into your /dev/sda5 partition). I'd suggest you pop in your puppy disk and boot from it. There is usually a repair modus offered when an existing linux is detected. Select that and let it guide you to install GRUB into the MBR, normally it detects the win-OS too and prepares a functioning entry in its menu.lst.
Please come back and tell us if it worked or if you need some more information.