I had some initial difficulty booting from a Knoppix 4.0.2 CD and noticed that a number of other HP Pavillion users had similar problems. Here is what worked for me...

1. Held F9 during boot to set boot order to boot from CD-ROM drive first.
2. Inserted Knoppix CD into CD-ROM reader and continued to boot from CD.
3. Got to Knoppix home screen with 'boot:' prompt at bottom.
4. Hit return to continue with Knoppix boot but screen just went blank with no further CD-ROM or hard drive activity. Checked forums and decided I had problems with display of error message.
5. Shut down and started again by repeating steps 1 to 3 but this time I entered 'knoppix vga=0' after boot prompt and hit return. The Knoppix install continued and this time I saw the following error message:
'Kernel panic - not syncing: IO-APIC + timer doesn't work! [....] try booting with the 'noapic' option'
6. Shut down and repeated steps 1 to 3 again but this time I entered 'knoppix noapic' after boot prompt and hit return.

At this point Knoppix installed properly and all was well. Hope this helps others out there with similar problems.