The reason gnucash is not included by default is that it links in a lot of the gnome libraries which are not included on knoppix by default - and they are huge.

Install to HD and then run kpackage. Do an "apt-get update" then search for gnucash and install it. This is very easy to do and worked for me (on mepis rather than knoppix however - knoppix3.6 doesn't install to HD for me).