It's k3b -- available (I think) somewhere in the multimedia portion of the KDE start menu. Or you can just type k3b at the command line.

Depending on which version of Knoppix you're running (and/or if you've installed it to a hard drive), you may need to do some magic as root to set up permissions for CD burning. Search this forum for "k3b" and choose your problem if you have one!