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Another option I've been looking at is to buy a virtual machine (say VMware) and install it myself.
For this purpose, I don't think you need to buy anything? Vmware and other vendors have free tools for running virtual machines, and I think there is no problem using a non-free program creating a Knoppix virtual machine. For example, I am a licensed user of Vmware Workstation, and if they want to sue me for using that to create a Knoppix virtual machine and giving it to you, so be it. But I don't think that's a problem at all. Problems come with distribution of e.g. Windows virtual machines, not Linux distros.