Puppy Linux only has a root user? You can't create normal user accounts?
Anyway I used xev to get the charcodes to use and put them in my ~/.Xmodmap file. The media keys would effect apps like kmix. I didn't use setkeycodes however.
I'm sure that your values would be different:
keycode 174 = XF86AudioLowerVolume
keycode 160 = XF86AudioMute
keycode 176 = XF86AudioRaiseVolume
keycode 178 = XF86HomePage
keycode 223 = XF86Standby
keycode 162 = XF86AudioPlay
keycode 164 = XF86AudioStop
keycode 144 = XF86AudioPrev
keycode 153 = XF86AudioNext