Boot from USB drive on Intel D845GEBV2 motherboard

Ensure that legacy USB support is enabled in BIOS and speed is full speed.
Go to boot menu in BIOS and choose Removable Drives. Make sure that you have plugged in the USB Drive before doing so in the computer.
Then set boot device priority to USB in place of floppy disk.
Now it will work.
You can install and work with PuppyLinux. Install PuppyLinux on the USB drive after you boot from the PuppyLinux Live CD.