What have I got wrong ? Installing to USB ? Using the DVD edition ? Running the KDE desktop instead of the latest toy ? Or did I just cheat by using the command line ?
... I found the difference - my usb-drive is ext3-formatted.

I attached an external usb-drive and found in /etc/fstab
# Added by KNOPPIX
/dev/sdd2 /media/sdd2 ext3 noauto,users,exec 0 0
In this case user "knoppix" get error message "Permission denied" if he wants to create files or folders on this partition.

Greetings Werner * http://www.wp-schulz.de/knoppix/summary.html
Own Rescue-CD with Knoppix (Knoppix V6.4.4 remaster)