Hi johncv,

Here are some posts on the DSL Forum to get you started:

Pendrive geometry (to verify it is set up correctly for usb-booting)
http://damnsmalllinux.org/cgi-bin/fo...ST;f=17;t=3949

Here's a link on prepping the drive after that. Look more towards the end of the thread for more recent information.
http://damnsmalllinux.org/cgi-bin/fo...ST;f=17;t=3061

and lastly here's a quick note on how to get 5-way boot working.
http://damnsmalllinux.org/cgi-bin/fo...ST;f=11;t=4034

You can find more information on embedded DSL in the Embedded DSL portion of the forum as well.

Hope this helps. I'm still fairly new myself or I would provide the actual steps for you. Note: the usb stick page you referenced in your post is fairly old and the more recent information on the DSL forum should be of more help.