Actually that isn't entirely true. While it has been a while since I've done
it there is a way to create a CD with all the dependencies needed. Most
people just aren't aware of the feature. I've only used it a handful of
times. I believe the last time I used it was to create a CD for customers on
dial-up. They purchased a 56K USB modem from us and the distribution didn't
include the dial-up modem software (despite having the driver). The solution
was to burn a CD with the application (and its dependencies). The user then
sticks the CD when they get it and it'll prompt them to install the software.
Here is one tool to do this:
http://aptoncd.sourceforge.net
This is in the repository too so it is easy to install.