Need A Little Bit Of Help

This is my first Linux distro. I am learning a lot about it but I will play around with it for a good 3 hours straight and then shut it off and when i turn it back on in the morning nothing that i have done is there. I have to reconfig my dsl and i have to redownload Gaim and things like that. Also I can not get my sound to work I have a creative mp3 live soundcard and i dont know how to get it to work. I sound pathetic but this is my first attempt at linux and I absoluty love it but this little shit is driving me crazy!

Ps. I am booting KNOPPIX of a CD if that makes a difference

I found this site is helpful
http://www.shockfamily.net/cedric/knoppix/