You've probably already heard about the Crweb's virtual machine development environment.  More recently Sourcerror and Gotan put together a page that gives some simple instructions on getting started with the vm.

I've personally followed the instructions and actually got wget running on my OSD, which was pretty fun I have to say.  If you've tried the old development environment, but given up bitter and frustrated, it's definately worth another shot with this one.  Even if you simply had no interest, don't understand or like computers, or have found yourself temporarily living on the street, you need to check out the OSD VIrtual Machine Development Environment Wiki Page. You won't regret that you did.