Running postgres on a read-only file system

Hello, I haven't been able to finding information on this, or at least I
haven't known the right keywords to search for.
We are trying to make a fully contained, CD-runable version of postgres.
The only problem we are really having is the locking of the database files
in the PGDATA folder. Since the PGDATA folder is on the CD (i.e.
read-only) this will not work. Can you direct me to either other resources
to read or at least point me to the settings/functionality that I need to
learn more about? Or better yet could you give me some guidance on how to
get around this. The simpler the solution the better (i.e. postmaster
options, environment variables, etc.).

Tyler