There is a live CD based on Ubuntu available here (its a torrent address seed file)
http://downloads.gnuradio.org/releases/ ... io.torrent
There is a PDF Tutorial here
http://files.ettus.com/tutorials/labs/Lab_1-5.pdf
The live CD seems to work OK and gives you a start without the terrible download and install procedures elsewhere. I have not tested it out much at all yet
There is also a quickpet installation that I have never been able to get going.