We had a lot of pirated dvds as a kid and there was one that I only watched the opening of it and stopped it because it upset me. The weird thing about it was that the immediate opening scene of the film was a woman getting killed. No plot, no preamble, no intro, it just opened on a woman being killed. Like they had skipped a chase scene or something. It wasn't particularly gory or realistic, but it was very off-putting. I don't remember exactly how she was killed, I think maybe she was stabbed? Her body was still intact immediately afterwards, so not like a decapitation or burning.

The film title included the word "puppet"

I watched this maybe between 2007-2011, but I have no clue when the film would've been made/released. Stylistically it looked like the low budget horror films of the 70s-80s but that's just a guess

It was live action and in colour.

It looked to be very low budget, possibly an indie film.

This dvd had two films on it - I don't know whether they were full length or short films