There is currently no definitive guide to installing third-party software on the player, as there is no single unified method with which to do this yet. That's something that needs to be done. I'm still waiting for someone to come up with this. (Hint: userland app launching from Hijack via config.ini options is really needed, someone please implement this soon.)

Each of the third-party programs works slightly differently and has to be handled a little differently.

There are some threads on this BBS relating to a piece of software called "preinit" which will help you figure it out. But a little bit of Linux knowledge is required to make it work.