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There are a lot of *.rpm files corresponding to applications,patches,etc. for linux.
I want to know how to install them in knoppix. Since there is this "read only error" whenever I try to install these files. I do not have access to a linux pc(even if I have I would not know where the files are installed anyway.)
An .rpm is Redhat Package Manager. While it is certainly possible to install an rpm on Debian it is not possible to install anything to a read only file system. I assume you are booting the Knoppix cd and have not installed it to your hard drive. If you want to use a packaging system on a hard drive installation you should try .debs They are not as common as rpm true but they work very well. IMO much better than rpm. Go to Debian and have a look at the Debian packages.
You can use the shell script from http://www.linuxfaq.de/f/Files/unp to unpack .rpm files in your home directory.