Based on the screenshot, Damn Small Linux (DSL) is running from a Live CD in a virtual machine. So the boot loader is most likely ISOLINUX.
According to this readme text file, there are four types of DSL.
dsl-<version>.iso: the standard isolinux version, which is used for
liveCD, frugal, or traditional harddrive install.
dsl-<version>-syslinux.iso: boots using syslinux instead of isolinux,
used for some very old hardware that is no longer supported by
isolinux. Use syslinux version if booting fails with the standard
iso.
dsl-<version>-embedded.zip: comes with qemu, for running inside of a
host Windows or Linux system.
dsl-<version>-vmx.zip: a virtual machine that will run in VMware or
VMware player.
User would usually download the standard dsl-<version>.iso
, which OP probably did. If dsl-<version>-syslinux.iso
was downloaded, the boot loader would be Syslinux instead. User can tell by which type of DSL has been downloaded.
In case DSL is installed on a hard disk, the boot loader could be either LILO or GRUB. However, it has been mentioned in this how-to (PDF document) that the default boot loader is LILO.
In case DSL is installed on a USB flash drive, the boot loader can be either GRUB or Syslinux. For more information, you can visit this wiki (via web archive).
Both the LILO and GRUB folders are available
That was the incorrect place. For a Live CD, user should check inside the ISO image file itself. The easiest way is to open the ISO image file in an archive manager.

Inside the ISO image file, look into /boot/isolinux
directory for the boot loader configuration files. The isolinux.cfg
file contains settings that could be used in the boot: _
prompt. Then again, when DSL (or any distro) has been installed to a hard disk, user should check the content of /boot
directory on the local disk instead. If GRUB2 is used, /boot/grub
directory will exist.
TL;DR A Live CD traditionally uses ISOLINUX as the boot loader. Open the ISO image file and check what files are found inside.