How to get Guarddog configuration to save with live CD

I've installed Guarddog using Klik on Knoppix 3.7 using a live CD. After each reboot with myconfig=scan home=scan to get my configurations and home directory from my USB drive, I then need to set up my firewall with Guarddog again as the script file /etc/rc.firewall that Guarddog sets up has disappeared. Scanning with www.grc.com confirms that I've lost my firewall until I restore the file by running Guarddog after each reboot.

How do I get the firewall settings to persist using a live CD/persistent home set up?