It's not as bad as my title suggests. Damn Small Linux (DSL) is, in fact, pretty good. I guess it works pretty well on other people's systems — but not mine.
It's a rarely-seen story about DSL:
I have this 250Mb flash drive that's actually a non-functional MP3 player that died out on me. Luckily, it managed to retain its memory storage capability, so I decided to try installing dsl-4.2.4, which I got from www.damnsmalllinux.org's download page here using instructions I found here.