yea i suck with all linux

ok i need help. im really good with windows but i feel like running a dual booting system, and naturally i want to use linux. Knoppix is what was recommended to me by a friend so i downloaded 5.1.1. Its unzipped and sitting in a folder. What do i do. The only thing that im certain i want to do is be able 2 boot knoppix off of my usb drive/flash drive which is 2 gbs. i dont feel like havin to go and fool with bios just to set it to boot from my usb port either. anybody got any ideas. Also i dont watn to have 2 boot it off of a cd. only off of my flash drive.

you downloaded an .iso file
not a RAR file
don't unzip it

burn the iso image to a cd
boot it

if you want to dual boot / install you will need two partitions of free space, one for swap (linux-swap) and one for linux (ext3)
probably three, as you will want a space for putting things that windows wants to get at and linux too
this will be fat32, as the knoppix is not good with the NTFS