I am sorry to post a simple question.
I have failed to find the answer in the FAQs or this Forum.

I boot from a Knoppix Linux 3.2 CD
My FAT32 HDD is not writable.
I set it read-write by way of the desktop icon for it and properties.
I run sh
I cd to a directory which is writable in Windows.
I try the simple command
echo > hello
The response is
Read-only file system

I am really new to administering a system.
I infer that a script is run while booting.
I assume it is possible to jump to a script on the hdd if I want to alter it.
What should I read?