Puppy Linux is installed and running well( VERY fast), but there is no sound. The sound card wizard tells me that everything is fine. I'm out of my league as a newbie.

1) make sure mixer levels aren't at zero (use your favourite mixer app)
2) make sure your soundcard's kernel module is loaded:
i.e. if you have an AC'97 soundcard, a module that is named that way ought to be in the list. If you don't see such a module, it's possible the module is built into the kernel. And if you're still unsure, try
(or sound instead of snd), and see if there's something interesting in the list: load it using modprobe, if needed.

If you start playing a song in a player app, for example, does it start playing but no sound comes out (refers to something like mixer levels), or do you get an error or no action on play button at all (refers to sound card module/device problem)?