I don't remember any blue screen in Knoppix.

Maybe I'm not understanding what you're saying. If you burn the disk properly and have your BIOS set up properly, you can insert your burned CD into the drive and restart. You don't need a floppy unless your computer cannot be set up to boot from CD. A Knoppix screen will come up on a black background, and there will be a location for you to type in any special boot codes you want (or simply hit return). When you do that, a penguin will appear in the upper left corner of your monitor, followed by a bunch of white text, followed by a bunch of multi-colored text, all on a black background. It will be more text than you can read. Eventually another fancy background will replace that, in some color, along with a fancy graphical box that superimposes "lights" over icons representing steps in the booting process. Then, a woman will say "initiating startup sequence", which is untrue, because it's actually finalizing it. Anyway, in all of that, I don't remember any "blue screen" in the Windows sense - error will by typed in plain text on the black background. Which leads me to wonder whether it's actually Knoppix that's booting, or whether your computer is still going into some Windows error.

Again, no floppy to boot, and make sure that you burn the CD as set out above - you DO NOT copy and burn the files to CD - you have your burning program make a bootable CD after you double-click the iso file. It's different from what you are accustomed to.

If I'm not making any sense to you, perhaps you could give us more detail on what you did to burn your disk, how you did it, what you used, how your BIOS is configured, the details of what you did to boot, and as many specifics as possible about what you saw.