I like to use the cheatcode tohd to put the knoppix dvd onto the hard drive. However, I didn't use mkimage when I ran it initially. (I don't know if that would make a difference)
For some reason, using the cheatcode "mkimage" later was ignored.
My boot command line was something like this:
knoppix64 tohd=/dev/sda1
and it dutifully created the KNOPPIX directory on /dev/sda1 but I didn't get a persistent storage file.
One thing that's interesting is that when knoppix boots it automagically scans the drives and finds that KNOPPIX directory even if I don't specify the cheatcode "fromhd=/dev/sda1".
So if you want to create that knoppix-data.img by hand just launch a terminal after booting into your KNOPPIX and
dd if=/dev/zero of=/mnt-system/KNOPPIX/knoppix-data.img bs=1024K count=4000
This will make a 4000MB persistent file (you can make larger if you like) The hard drive that I'm using is formatted FAT32 so my limit is 4GB. Using other formats will have no such restriction.
(And as always, exercise care with dd since you can easily clobber your drives if you enter the wrong parameters. They don't call it disk destroyer for nothing. I've done it once or twice by entering parameters without thinking.)
Then you need to format it
mkfs.ext2 /mnt-system/KNOPPIX/knoppix-data.img
(You may need to use a -F parameter to "force" it to use a regular file, since it normally expects block devices)
(For some reason I thought it had to be reiserfs, but ext2 seems to work. I kept formatting it as reiser and it wouldn't use it)
Also, if you don't like the messages about KNOPPIX-DATA when you boot, there's a file called "knoppix-data.inf" that you can rename. It will mount a persistent PARTITION, and since we're using a persistent FILE, we don't really need it. The error messages don't hurt anything, but if you rename that file, you won't see them anymore. You can always rename it back to the original name.
mv /mnt-system/KNOPPIX/knoppix-data.inf /mnt-system/KNOPPIX/was-knoppix-data.inf
DELL PowerEdge R730XD Server 2x E5-2690v4 2.6GHz =28 Cores 64GB H730 4xRJ45
$387.00
Dell PowerEdge T420 2x Xeon E5-2430 V2 2.50GHZ 32GB DDR3-1600MHZ 2x 550W PSU
$149.95
1U Supermicro Server 10 Bay 2x Intel Xeon 3.3Ghz 8C 128GB RAM 480GB SSD 2x 10GBE
$273.00
Dell PowerEdge R730 2x E5-2699V3 2.3Ghz 36 Core 128GB RAM H730 X520-I350 2x750W
$299.99
Dell PowerEdge R630 Server 2x E5-2640v3 2.60Ghz 16-Core 64GB H330
$182.65
DELL R630 SERVER 8 x 2.5'' 2X E5-2680V4 32GB RAM IDRAC ENT & NDC 2X 495W PSU
$169.95
Dell PowerEdge R730XD 28 Core Server 2X Xeon E5-2680 V4 H730 128GB RAM No HDD
$389.99
SuperMicro Server 505-2 Intel Atom 2.4GHz 8GB RAM SYS-5018A-FTN4 1U Rackmount
$202.49
Cisco UCS C220 M4 1x Xeon E5-2667 V4 3.20GHZ 128GB DDR4-2400MHZ 2x 770W AC PSU
$129.99
Cisco UCS C220 M3 1U 2x 6-Core Xeon E5-2620 2.0GHz / 64GB RAM / No HDD
$89.99