I downloaded knoppix, burned but when i boot up, it shows...

I downloaded knoppix, burned but when I boot up, it shows the command prompt and the thing that says press enter to load knoppix, I press that and the screen goes blank did I do something wrong (btw I'm on a desktop)

Try some cheatcodes.
Example at the Boot prompt: knoppix screen=1280x1024 xmodule=ati vsync=60
You have to choose the cheatcodes according to your hardware.

So if i have the nvidia GeForce2 MX 200, I would type knoppix screen=800x600 xmodule=nvidia vsync=60 ???

I think it's called xmodule=nv. BTW it was just an example, you probably don't need vsync=60.
You could start with: knoppix failsafe just to see if it'll boot. Then start experimenting with the right cheatcodes for your computer. Could be that you need framebuffering which would then be: fb1280x1024 or fb1024x768 or fb800x600, or try vga=normal.

I tried : knoppix failsafe , it didn't work, what should I do ?

Hmm, you could have a bad burn. Try knoppix testcd to see if it reports any errors.
If you still have the iso file you could check the md5sum http://www.linuxiso.org/viewdoc.php/verifyiso.html

the thing is I did knoppix testcd, and ithe screen turned blank, does this mean I burned or downloaded it bad ?

Not necessarily, but it might so you could also check the md5sum and burn at a slowish speed, say 4x.
You still need to find the right set of cheatcodes if it isn't the cd, though it might take a while trying out different combinations.

how would you do the thing with the md5sum?

How about following the link for md5sum I posted earlier.
I hope you also noticed that the word "cheatcodes" in my first post is a link.