You are likely here because the answer to your question is the same as it was the last few hundred times it was asked and answered. Follow the documentation link near the top of the page and read the wiki section that applies, or take the other advice in the appropriate section:
If you were referenced to answer #1 read the downloading faq, which includes testing and burning information, including information about what is the most common burning error that leads people to wrongly say "the disc must be good, it worked on a different system". All of the information in this FAQ is important.
If you were referenced to answer #2 then read the HDD install information, particularly the warning that this is not a good idea for a new user, and some of the problems that you will encounter if you insist on doing a hard disk install with this Live CD/DVD. Also consider the advice of the great philosophers Mr. T and Nelson.
If you were referenced to answer #3, it's most likely because you want network help, but have omitted critical information about your network, like what NIC hardware you are using, what router (make and model), or even what type of service you have (DSL is different than cable, we need to know if we are going to help). It also helps if you give people the result of simple basic commands, like netcardconfig and ifconfig. If your response has USB in it anywhere someone may still help you, but I will not be responding. USB is an awful technology to mix with networking and causes awful problems. If your ISP provided USB equipment, insist on true ethernet interfaces instead, and see #9 below.
If you were referenced to answer #4 I just want to share with you a simple tip. While you may be able to get your system working without a router, I really don't understand any logic in not using one any more (DSL systems without routers require running PPPoE or similar software that I do not use). These things are now dirt cheap (I've seen many, wired, wireless and even 802.11g high speed routers for under $10 and as low as $2.99 after rebate [one was even "free"]). Even without sales or rebates these can be purchased in most countries for under $30 (U.S. dollars). These devices take care of all Knoppix Internet setup for you by DHCP and provide you an important level of NAT firewall security. They use far less electricity than a windows box running "connection sharing" software, and you'll find that not giving windows a chance to impact your Linux connection is a wise move. If you are running Knoppix then a router will make your high speed connection much cleaner. In fact, while we have had a few problems with some routers not DHCP handshaking with Knoppix properly, by far the most common problem that we see with router users is that they think it's harder to get Knoppix set up for Internet access than it is and look for network configuration procedures when they are already on the Internet, like in this example. And if you are still running Windows then you are asking for trouble if you are not using one. Some modems now include a router, so check if your does and if it is enabled before buying a router. Wireless networking is not well supported in Knoppix; see the wireless networking section of the wiki for details.
If you were referenced to answer #5 see the Rescue FAQ in the wiki.
If you were referenced to answer #6, yes, by default Knoppix opens all partitions (except it's own RAM drive) as read only. One primary purpose of Knoppix is to let new users see and get a feel for Linux without installing anything, and the read only approach is an effort to try to do no harm when in the hands of a new user. You can change this by using the mount command (see the shell command man mount for details) or with the following: Versions 4.0.2 and prior: by right clicking on the partition icon and using the actions ... sub-menu. Versions 5.0.1 and later: The right click menu has changed. First open the partition in Konquror by clicking on the icon for it (hda1 or your icon of choice); then once mounted go back to the icon, right click and use the "change read/write mode" option. You no longer go into the actions... sub-menu. You can't write to an NTFS partition. This is a design choice of Microsoft, not Linux or Knoppix. Don't even try; you'll likely corrupt the partition if you manage it. But Knoppix can write to FAT partitions just fine. If you don't know the difference between FAT and NTFS get to Google before you do anything else and do some research.
Starting with version 5.0.1 of Knoppix, the claim is now made that Knoppix can write to NTFS in a "limited way". I have no clue what the heck a "limited way" means. Personally I do not intend to risk my NTFS partition to this new technology just yet and I'm not going to advise others to do so untill we see some good results with meaningful information posted. If you think Knoppix now supports writing to NTFS then go right ahead, better you than me, and please let us know your results in full detail.
Starting with Knoppix 6, you may not find the default is read-only any more. But you should not take that as any indication that it is safe to write to NTFS. Quite frankly I find 6.x pretty useless and very much unsupportable, so if you are trying to use it, good luck.
If you were referenced to answer #7 it was because of your choice of a subject line. Some people actually search the forums to see what others have posted before posting, or use the site's built-in search engine to try to search the subjects and resolve their own problems quickly and without waiting for others to type redundant information just for them. For this to work the subject lines here need to have meaningful information in them. Imagine how useless the forums would become if all of the threads had titles like "I'm new" or "I want help". Someone reading posts and looking for people who need help doesn't need a headline asking for help or claiming one is new at Knoppix; rather it is a bit of an insult that you think they should have to read the body of your post to find out what it's about rather than be up front about this and let them decide from the subject line if it's a topic they have experience to contribute to. I will no longer answer even simple questions when they have such a subject line. See this sticky post in the General forum for more details. You can and should go back and use the edit button to change your post and modify the subject line to something more meaningful and informative. We do not wish to have the forum littered with such posts, so if you do not edit the subject line after being asked, your post may be deleted entirely.
If you were referenced to answer #8 it is because you sent me a private message asking for technical support or information. In the past I've answered these messages but tried to discourage them; at this time I've decided that I have to stop giving personal responses to such messages, even if it seems to me like I can give a simple quick one line answer. The problem is that simple one line answers seldom turn out to be simple one line answers, and more often than not they end up generating even more private messages with more questions that should be public. Private messages certainly have their place if the message is really private, but if asking Knoppix related question, please use the forums. I read all of the forums except the German one, so I'll respond if I think I have anything helpful to contribute (as long as the question hasn't been asked and answered countless times before and it's not about a hard disk installation). Others are likely to respond too, so you'll likely get an answer faster by posting in the forums. And I certainly don't have all of the answers. And any answer I or others do provide will be available to others if it is posted in one of the forums, it will be of no help to others if discussed in a private message. And any error I make in a private message can't be caught and corrected by others. I'm not the owner of this site, I'm one of several moderators and little more than a janitor. I have to guess that the reason that you contacted me is because I am active in the forums. If you know I am active there, why send me a private message? So if you're reading this in response to a question that you asked in a private message, please find an appropriate forum and post the question under a meaningful subject line.
If you were referenced to answer #9, let me explain to you that USB is awful for high speed networking and that USB DSL modems are complete crap that should have never been made. Getting drivers for anything except some versions of Windows is only part of the problem. (Dial up USB modems often only have driver support for Windows, but that's a different problem.) In the interest of full disclosure, if you search the Knoppix forums here you will find some reports that some people have kinda been able to get some Speedtouch USB models to work with Linux. But that doesn't tell the full story. People who have switched from USB to ethernet see major improvements in their system performance; USB is just a technology that was not intended for use in networking and will strangle your network connection. And using a USB modem keeps you from using a hardware firewall router (and software firewalls are very vulnerable, and the one MS provided with XP has weaknesses that are known to most hackers making it a dangerous delusion). Of course, a USB modem keeps you from having a small home network and sharing that connection with more than one computer also. My advice is if the modem came from the ISP raise hell with them and get a decent ethernet modem as a replacement. You will likely be told a few times that they will not help you and you will certainly have to talk to one or more supervisors. But if you remain calm but insist that you get what you need to operate your system safely at home and get the network throughput that you are paying good money for, you almost certainly can get it, and at no additional charge. If not, switch to a Internet Service Provider who will provide the equipment that you need. Or find a friend who has switched to a high speed cable service and still has an old ethernet DSL modem gathering dust that he will give you. But you don't have to and should not live with a USB modem or other USB networking equipment. Also, see my answer #4 above, which only applies if you have or get an ethernet connection. Let me also say that my ISP tried to give me a "free" USB modem and wanted to charge hundreds of dollars for an ethernet modem. I held my ground and got my ethernet modem at no cost. They wanted my business. And I am certain that if the smoke escaped from my modem today that I could pick up the phone and get a replacement ethernet modem. Oh, I'm sure that I would first be told I couldn't get one, that free modems were only for new customers and all of the rest, but I have no doubt that when I had a supervisor pull up what I had spent on DSL over the last seven years and told them that they could either replace the modem with another ethernet modem or cancel the account that I would have a replacement modem on it's way to me. Also, on occasion a user here has reported having a USB modem but it turned out that their modem had both USB and ethernet connections. If you happen to have such a modem then get an ethernet cable and get a $5 ethernet NIC if your computer does not already have one and use the ethernet connection. Fill the USB jack with chewing gum or hot glue and pretend that it's not even there.