http://imrtechnology.ngemu.com/apps.htm
I haven't tried using homebrew on the DC, but it looks as if you need a bootdisk and another disc with programs and shit on it. I've also heard one can send files to the DC via LAN through the adaptor in the back. I think someone made an ethernet connector for it, too.
http://www.dcemu.co.uk/vbulletin/forumdisplay.php?f=131