Well, as far as I understand it, the idea behind the GNUstep Live CD is to give you a first impression of GNUstep. The instructions on that link I provided before describe installing a complete Debian GNU/Linux on that particular partition. Which makes sense, seeing as the Live CD is just a Debian installation CDified (for a lack of better word). If you're interested, you can do a base install of Debian (using the business card CD) and follow the instructions on the Wiki:
Debian is a very network-centric distro, so trying to do anything with it without a broadband connection is fustrating. Keep in mind if you want GNUstep with Debian, you need at least Testing since everything else is way too outdated.
The only other option would be to use the Slackware w/ the packages on the FTP or build everything from source, which is a bit rough.