Come on, how to install SLAX to harddisk?
It is possible to boot and run SLAX from harddisk or USB stick and preserve all changes and settings during reboots. I don't call this 'installation' as the system still behaves as a Live OS, just running from disk.
Running SLAX from a writable media will bring you some very usefull features, while preserving the modularity and all other SLAX advantages. Keep reading

SLAX CD contains make_disk script (either .bat for Windos or .sh for Linux). Make_disk copies all files and directories from SLAX CD to given destination device/drive and it makes it bootable (overwriting its Master Boot Record, so the device will no longer boot anything else!).
In Linux, start konsole and use:
$ cd /mnt/cdrom # replace /mnt/cdrom by mounted SLAX CD or ISO
$ ./make_disk.sh /dev/sda1 # replace sda1 by your target device name
The script will not format the device, so you should create some filesystem prior make_disk.sh by using mkfs. You may use any filesystem writable in Linux (eg. FAT16, FAT32, ext2, XFS, etc). MBR will be set up by using LILO on /dev/sda (the script just writes MBR to the same device you provice without numbers at the end).
In Windos, start commandline and use:
C:\> D: # to switch to D:, replace D: by SLAX CD disk
D:\> make_disk.bat E: # replace E: by your target (destination) disk
The same apply like before, disk E: can use any filesystem writable in Windos. Syslinux will be used to setup MBR. If E: is just a partition then the MBR will be set for the whole disk, again, overwriting any old record.
this section is under construction. some more information is needed to describe, eg. how to use changes= properly and benefit all the new SLAX features while running from writable media