it was not clear wether you wanted to compile sources or if you just wanted to load a pre-compiled package i.e extensions.
there is a link on the downloads page that brings you to http://distro.ibiblio.org/pub/linux/distributions/damnsmall/mydsl/ which explains how to load extensions. I forgot if extensions still auto-boot-load if they are placed in '/' but they certainly do if placed in a directory called 'mydsl' from your boot partition.
if on the other hand you want to compile sources (extensions are not sources) which you got elsewhere. then all i can say is goodluck.
original here.