It asks a few other questions that are irrelevant for our purposes. I disabled multi-user logins and enabled the ext3 filesystem. I said no when it offered to configure GRUB, just because I'm not sure how nicely it will play with the boot loader we already configured. So after the install, I went into the menu.lst file I'd already set up and added a new entry:
title Damn Small Linux 2.0
kernel /boot/linux24 root=/dev/hda3 quiet vga=794 noacpi noapm nodma noscsi frugal
The entire menu.lst file is available here. It contains two entries, one for the LiveCD and one for the proper install.