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 Memory SNP1CXP8C/16G AB371022 16GB 1Rx8 DDR4 SODIMM 3200MHz RAM
$64.95
Team T-FORCE VULCAN Z 16GB (2 x 8GB) 288-Pin PC RAM DDR4 3200 (PC4 25600) Intel
$35.99
A-Tech 8GB DDR3 1600 PC3-12800 Laptop SODIMM 204-Pin Memory RAM PC3L DDR3L 1x 8G
$13.99
HyperX FURY RAM DDR4 16GB 8GB 32GB 4GB 3200 2666 2400 2133 Desktop Memory DIMM
$14.85
A-Tech 8GB PC3-12800 Desktop DDR3 1600 MHz Non ECC 240-Pin DIMM Memory RAM 1x 8G
$13.99
A-Tech 16GB 2 x 8GB PC3-12800 Laptop SODIMM DDR3 1600 Memory RAM PC3L 16G DDR3L
$27.98
Kingston HyperX FURY DDR3 8GB 16GB 32G 1600 1866 1333 Desktop Memory RAM DIMM
$39.95
A-Tech 16GB 2x 8GB PC3-12800 Desktop DDR3 1600 MHz 240pin DIMM Memory RAM 16G 8G
$27.98
Crucial 16GB (2x 8GB) Kit DDR3 1600MHz PC3-12800 UDIMM Desktop 240-Pin CL11 RAM
$22.55
Corsair Vengeance 32GB 16GB 8GB DDR3 1600MHz 1866MHz 2133MHz 2400MHz Memory LOT
$79.99