Exactly. One problem that they need to solve before leaving the gravity well again is creating sustainable biospheres - capable of recycling all CO2, waste and water, producing food and, most importantly, keeping the people inside happy, healthy and sane. To my knowledge this has never[1] been achieved, and we need to work out how to do it before setting up any kind of "off world colony".

1. Biosphere 2 was a high profile, but ultimately unsuccessful example: http://en.wikipedia.org/wiki/Biosphere_2