I think the instructions for patching the kernel for RTAI are pretty good. The sketchiest thing I ran into was actually invoking emc on a custom build. The exact location where that script is wasn't too clear to me. Chris on IRC (cradek) helped me there though.
I've run the CD image and it is Ubuntu. Not exactly my cup of chai.
I don't know why Ubuntu was chosen as the base distribution that LinuxCNC is built on. Ubuntu seems more a consumer desktop than anything else to me. It also looks like moving forward Ubuntu may become less and less easy to work with. All I know is Ubuntu sure wouldn't have been on my short list of potential candidates, ever.
I would think a better distribution choice for something like LinuxCNC might be a much lighter and less involved offering. I haven't tried this yet but it looks promising:
www.slitaz.org/en/
If I find another hard drive kicking around I just might give it a whirl here.