There is a way of booting Knoppix (liveCD debian-based distro) without a CD, I think it's quite tricky though...try
http://www.knoppix.net/wiki/Poor_Mans_Install . It's not too clear, but it might be worth a shot.
Giving it some thought...you MIGHT (and I really mean might) be able to do 'dd if=/home/user/geexbox.iso of=/dev/hda3' assuming hda3 is your test drive or something...and then be able to add an entry to lilo or grub. But dd's quite dangerous, I'd get some more advice before trying it.