I just received an answer from Globalscale Technologies, Inc. to my question(s). It clears everything up. To sum up, whoever wants to play with GuruPlug seriously, will apparently need that JTAG board.
Oh well, I didn't really want a GuruPlug anyway!

Unfortunately, adding the JTag board takes it up to nearly £150 for the Plus version and I cannot justify paying that sort of money just to experiment with it. Although it is obviously not as convenient as having the whole thing built into a plug, I can get a small netbook (i.e. full computer with screen etc.) for not much more than that!
patermann