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Tested with Skype 2.2, KXStitch 0.8.3, and Qcad made on Debian Live CD this way and all work on KDPup 484 and QTPuppy. With KXStitch I get an error message while saving a file but it does the saving anyway and it works.
If anyone likes to test them this is the download link:
The archives are kxstitch8.tar.gz, skype.tar.gz, qcad.tar.gz
Extract them and you will have separate folder for each program.
Go inside the folder and click on kxstitch.cde, qcad.cde or skype.cde
script. This will start the program.
It will be good to know if applications made this way work with any version of puppy.
One disadvantage I see at this point - You can save files only inside cde-root folder of the program, but you can move them from there anywhere you like after that. If you need to send file with this portable Skype you have to put the file in cde-root folder first.
This could become easy way to make any program work with puppy linux if there is no pet or sfs file.