"Save session for future logins." Does this option actually work in Knoppix running from a CD?
No, not with normal 'live' running from cd operation, that option is for systems running from a hd, if you would save your confuration on floppy and make sure to select all buttons I would think it would save your wallpaper, etc., then you would start with: knoppix floppyconfig

The other thing you might want to look into is persistant home, it also would do what you want.

HTH

rock