I didn't find URU live frustrating because whenever I was stuck I asked someone in the game for help. It's not cheating if it a feature of the game right?

Of course not! Explorers help each other. :)
Oh, BTW, if anyone wants to add me in The Cavern, my KI number is 00150561.

It's a shame that you can't access the actual Live content with the old copies of Uru: Ages Beyond Myst that came with the online content in offline format. Mind you, I've always prefered playing these kinds of games by myself as it sorta defeats the purpose of being alone in these vast worlds if people are following you around and helping out.
But I definitely see the appeal.

The program linked only seems to stretch the scene for me. No aspect ratio correction appears to be applied, spherical objects are oval shaped and wide instead of circular.
Maybe it depends on the gpu? I have an nvidia geforce 9500. If you have an ati card then I guess that must be it.

I'm confused- is the online component incorporated in the GOG version, or is it a separate download? Would it just be a small file like a patch or a completely new version of the game?

It's a completely different version of the game. But it does have all of GOG's URU content plus quite some more. GOG's version is the original Single player only release. Storywise you don't loose anything, though.

Get URU Live on the link in the first post - same game as here on GOG, only online and free. Buy the offline game here if you wish to support them. Simple. :)