The empeg does this because it has a customized Linux kernel, and a tricky architecture that involves storing the kernel in Flash RAM for a fast boot-up. It's a combination of hardware and software that gets the job done.

Your architecture may be different, and therefore might require a different solution. But the empeg's kernel is fully open-source (available right there at www.empeg.com along with the main player firmware downloads), so you're welcome to look at how they accomplish it in their own source code. I've got no idea where to look, of course, but I'm sure some of the kernel gurus here will answer that for you.