Ah, ok, I found some except from the debian-live manual here:
http://lists.debian.org/debian-live/2009/10/msg00026.html

What I do not understand here (but will check out at home ASAP) is how
Debian live detects persistence file. Are all partition with readable
file-system automagically scanned if the persistence parameter is used
at boot time ?

<snip>
7.5. Persistence

A live cd paradigm is a preinstalled system which runs from read-only
media, like a cdrom, where writes and modifications do not survive
reboots of the host hardware which runs it.

A Debian Live system is a generalization of this paradigm and thus
supports other media in addition to CDs; but still, in its default
behaviour, it should be considered read-only and all the runtime
evolutions of the system are lost at shutdown *(unless live-snapshot
is explicitly called by the user)*. *Only when the boot option
"persistent" is specified are any of the saved files read. This option
must be specified each time the machine is booted. (Comment: worth
stressing, since this is opposite to the default behavior in Puppy or
Knoppix)*

Persistence is a common name for different kinds of solutions for
saving across reboots some, or all, of this runtime evolution of the
system. To understand how it could work it could be handy to know that
even if the system is booted and run from read-only media,
modification to the files and directories are written on writable
media, typically a ram disk (tmpfs) and ram disks' data do not survive
reboots.

The data stored on this ramdisk should be saved on a writable
persistent medium like a Hard Disk, a USB key, a network share or even
a session of a multisession (re)writable CD/DVD. All these media are
supported in Debian Live in different ways, and all but the last one
require a special boot parameter to be specified at boot time:
persistent.

7.5.1. Full persistence


By 'full persistence' it is meant that instead of using a tmpfs for
storing modifications to the read-only media (with the copy-on-write,
COW, system) a writable partition is used. In order to use this
feature a partition with a clean writable supported filesystem on it
labeled "live-rw" must be attached on the system at bootime and the
system must be started with the boot parameter 'persistent'. This
partition could be an ext2 partition on the hard disk or on a usb key
created with, e.g.:

# mkfs.ext2 -L live-rw /dev/sdb1


But since live system users cannot always use a hard drive partition,
and considering that most USB keys have poor write speeds, 'full'
persistence could be also used with just image files, so you could
create a file representing a partition and put this image file even on
a NTFS partition of a foreign OS, with something like:

$ dd if=/dev/null of=live-rw bs=1G seek=1    # for a 1GB sized image file
$ /sbin/mkfs.ext2 -F live-rw

Then copy the live-rw file to a writable partition and reboot with the
boot parameter 'persistent'.

7.5.2. Home automounting

If during the boot a partition (filesystem) image file or a partition
labeled home-rw is discovered, this filesystem will be directly
mounted as /home, thus permitting persistence of files that belong to
e.g. the default user. It can be combined with full persistence.
<snip>

2011/12/1 Holger Beetz <holger.beetz@???>:
> hey v0x,
>
> thanks for replying ! This looks interesting. Esp since I could boot
> up other Linux ISOs beside dynebolic straight from grub. Really a nice
> option to run dynebolic, Kanotix and so on.
>
> I am a bit unshure about how to configure persistence with Debian. The
> reference you gave mentions the "persistent" boot parameter and some
> steps to follow.
>
> I would be more than happy if you could elaborate your steps a bit
> further on how to set up a persistence for dynebolic. This could also
> be a nice option for running dyne with persistence on a USB stick plus
> booting from CDROM (with modified boot options though).
>
> TIA,
> Holger
>
> 2011/11/30 v0x <vlax@???>:
>> hey
>>
>>  Fri, 4 Nov 2011 23:12:18 +0100
>> Holger Beetz <holger.beetz@???> :
>>
>>> the manual included with the recent version of dyne:III refers to a
>>> menu entry "Install pure:dyne" inside the manual pdf (which still
>>> seems to be the 2.5 manual). Unfortunately this entry is missing under
>>> Applications->System inside the Gnome menu.
>>> Is this incidentially ? Will this entry return to install dyne:III to
>>> a HDD ?
>>
>> but you can try another solution to boot and use your dynebolic from
>> hard disk
>>
>> the key concept is to understand live-debian persistent partitions or
>> files, check out:
>>
>> http://live.debian.net/manual/html/customizing-run-time-behaviours.en.html#516
>>
>> I had been experimenting with this approach and is really cool to have
>> your dynebolic sharing the same environment with other OS, and this
>> crunchbang forum's thread is really useful:
>>
>> http://crunchbanglinux.org/forums/topic/11043/boot-squashfs-from-hard-drive/
>>
>> so, you can have your live-dynebolic running from hard disk, using a 1GB
>> persistence's file to store your tombs!! ... let me clean a little bit
>> my notes about how i'm doing this . . .
>> _______________________________________________
>> dynebolic mailing list
>> dynebolic@???
>> http://lists.dyne.org/mailman/listinfo/dynebolic