@dustmitegerl :-
This isn't really a "bug-report", as such, and would be better served in the 'Beginners' section, I feel. However, since we're here.....
One question, if I may? When you installed Puppy, did you format your flash-drive first.....or did you just install to the drive "as-is", as it came from the factory?
If so, then my guess would be that you're bumping up against the 4 GB flie-size thing, which is an inherent, built-in limitation of the FAT32 file-system. If you didn't re-format, you would only be offered the save-file, as opposed to the save-folder. The latter will expand or contract according to contents, up to whatever available space you have on your drive, but it requires a Linux file-system in order to function, y'see.....
If you're asking Puppy to go bigger than 4 GB on FAT32, it's a case of "no can do", I'm sorry to say..! 
Mike. 