I've taken the liberty and built a minimal
Virtual Machine, based on debian with a lightweight
graphical interface (lxde),
preequipped with a minimal GNU Radio
installation, and some minimal instructions
on how to start with those.
Please report your experience with that.
Since the installed GNU Radio version is
from the recent 3.6.X branch of development,
pleas don't tear off my head for any inconsistencies
related to GNU Radio.
It's in open Virtualization Format, so use VirtualBox
to run it. Grab it from
http://marcus.hostalia.de/GNURadioVM.ova (md5sum of that file is f31e7bf8e5dfbd722d2a2ee2fca120ef)
while it's rather recent.