Anytime I try to install anyting with apt-get or dpkg I get the following:

dpkg: unable to access dpkg status area: Read-only file system
W: Not using locking for read only lock file /var/lib/dpkg/lock
W: You may want to run apt-get update to correct these problems
E: Sub-process /usr/bin/dpkg returned an error code (2)

From what I'm reading I should do a HD install to use apt-get, but the thing I love about Knoppix is its portability between computers, I can go to anyones computer, shove in a CD, stick my 512mb USB key in the USB port and boom, I have all my stuff.

Is there a cheat/trick I can do to make dpkg install to my USB key so I can install packages without having to do a HD install?