Knoppix 5.1.1 USB pen drive

Hi,
I bought hab usb pen drive (4GB) and wanted to install Knopiix on it, because my laptop doesn`t have a cdrom drive and i wanted and second OS.
So I booted Knoppix on another PC and made the USB Stick an Knoppix CD (mkbootdev).
So all went fine and i can boot my laptop with this stick wirh (almost) full hardware support.
But i want to go one step further, because now with every reboot all my configuration etc. is lost. I tried to save the data to the usb stick using included software, but this software reported to me, that the drive (dev/sda1) was already mounted (of cause it was, booted from it :-) ).

So can anyone Please tell me, what i have to do, so that i can use the pen disk as "normal OS", with saving data on desktop, changing konfigurations and so on.

Thank You for help,
Alex

P.S.
My english isn`t very good, but i hope you can understand me.