I'm really late to this discussion, but here's how I see it in just two short paragraphs.
1) On Linux-powered gaming consoles on Wikipedia, the Caanoo was one out of 8, with 2 not being released, 1 being the Pandora, 1 being absurdly priced, and another 2 being the old GP2Xs. Really, there's not that many consoles out there for open-source gaming.
2) If you don't like to take the SD card out (unnecessary step), copy the files to SD card, etc., then perhaps you should try a syncing software program. This way you can have a folder somewhere containing your Caanoo files; just put the downloaded app in the folder, connect your Caanoo, and go. I got a program from Microsoft that does it, but I also downloaded a couple others that I'm hoping will auto-synchronize. If this is the case, it would be a simple case of 'put the files in, connect your Caanoo, wait, and disconnect'. Done.
EDIT: I found that PureSync has Auto-syncing. I think I heard that it could corrupt data, but I've just had a little trouble getting it to copy the files alright. I got it working, though. It works alright - I put a file in CaanooSync\game\, and the same file appeared on my Caanoo's SD card in the game folder. I also have it set up to sync on connection, so it should work just like I put above - 'put files in, connect the Caanoo, wait, and disconnect'.