Go to -> K (start button on left side of menu) -> KNOPPIX -> utilities ->Install software (while running from cd).

After you select "install software..." a script written by probono (thanks probono!) will allow you to select from a handful of applications that can be installed in your home directory.

A while back, while probono was working on it, there seemed to be quite a few more scripts available than the few that present themselves in 3.4 I don't know if they are still available or usable, or not, because the installer tool is new to 3.4 He issued a request for help in more scripts for more programs (I'd help if I could) and more scripts, but I don't think anyone, or few people chipped in any help. That may have something to do with it.

btw, in case probono reads this, Quanta Plus is crashing when switching desktops. There have been some new patches released by the Quanta Plus developers, does the script have to be updated (in the next release?) or should I reinstall QP again, which would either overwrite the old installation, or is it like doing an apt-get upgrade? Or should I avoid reinstalling because it might mess up my install of QP?