real player to work with just the CD

I found this script to install the realplayer with knoppix http://www.knoppix.net/forum/viewtopic.php?t=1520#6849

Will this work with the CD version of Knoppix or does it have to be installed on your hard drive? Is there any way to get real player to work with the CD version of knoppix and a USB memory stick?

Thanks,
Jason