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Depends on what kind of device it is. As lazlow said, it is likely running a stripped down version of some well known distro and you can use those distro's tools. Alternatively, you may need to install custom firmware that allows the user to add software (many embedded installs aren't really set up for this). For instance, one can install Debian on the NSLU2 (a popular home NAS device) and use apt-get as normal...
You may not have enough memory space to add all (or even some) of the things that you would like. One of the reasons that embedded distros are usually stripped down is because the actual hardware upon which they are installed is stripped down.
It looks like it uses debian. From what I can tell the user files are stored in /raid rather than the standard locations (so look there). Here is some instructions for the 2100 (a more popular model). They are PROBABLY the same for the 2300.