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
Intel Xeon E5-2680v4 2.4GHz 14 Core 35MB LGA2011-3 CPU (LOT) SR2N7
$29.99
Dell Poweredge R630 2x Xeon E5-2680 v3 2.5ghz 24-Cores 32gb 240GB SSD 495w
$164.99
Lenovo ThinkStation P520 Workstation 1X 3.70GHz W-2135 No RAM/ GPU/ HDD/ OS
$154.97
Intel Xeon E5-2699 v3 18 Core 2.3 GHz 45MB SR1XD LGA 2011-3 B Grade CPU
$25.95
Intel Xeon E5-2680 v4 SR2N7 2.40GHz 35MB 14-Core LGA2011-3 CPU Processor
$14.99
INTEL Xeon E5-2697 V4 SR2JV 2.30GHZ 45MB 18-Core LGA2011-3 CPU
$30.00
INTEL SR2N7 E5-2680V4 2.40 GHz 35 MB SmartCache 120 W SKU 12162
$12.49
INTEL XEON E5-2695V4 SR2J1 2.10GHZ CPU PROCESSOR
$27.00
HP Z640 Tower Workstation Xeon E5 240GB SSD+1TB HDD 64GB RAM NVIDIA Quadro K2200
$239.99
INTEL SRF8Z XEON-GOLD 6244 3.6GHZ 8C 150W
$89.00