The next step after having acquired my Alix 2C3 was to install Debian. Heres the installation procedure in case you want to setup your own one
Read it here
Get yourself a CF card reader, plug in the CF card and determine what the device special file for the CF card is, for me it was /dev/sdb and create a partition for Linux. Ive put Linux into the second partition, /dev/sdb2, so the rest of the installation procedure assumes this.