I had to edit the fstab on the partition that boot lilo. For me that was hda3. Kanotix uses grub to boot so I know it was not hda2. I actually changed fstab on the wrong partition first and nothing happened. Only after I changed the fstab in the correct partition did these changes apply.
This is what my new fstab looks like:

/etc/fstab: filesystem table.
#
# filesystem mountpoint type options dump pass
/dev/hda3 / reiserfs defaults,users,rw,exec,umask=000 0 1

proc /proc proc defaults 0 0
/dev/fd0 /floppy vfat defaults,users,noauto,showexec,umask=022 0 0
usbdevfs /proc/bus/usb usbdevfs defaults 0 0
sysfs /sys sysfs defaults 0 0
/dev/sda4 /mnt/zip vfat defaults,rw,noauto,users,noatime,umask=000 0 0
/dev/cdrom /cdrom iso9660 defaults,rw,users,noexec,noauto 0 0
/dev/cdrom1 /cdrom1 iso9660 defaults,ro,users,noexec,noauto 0 0
/dev/dvd /dvd iso9660 defaults,ro,users,noexec,noauto 0 0
/dev/cdaudio /cdaudio iso9660 defaults,ro,users,noexec,noauto 0 0
# Added by KNOPPIX
/dev/hda1 /mnt/hda1 vfat users,rw,exec,umask=000 0 0
# Added by KNOPPIX
/dev/hda2 /mnt/hda2 reiserfs rw,users,exec,umask=000 0 0
# Added by KNOPPIX
/dev/hda5 /mnt/hda5 auto noauto,rw,users,exec 0 0
# Added by KNOPPIX
/dev/hda6 /mnt/hda6 auto noauto,rw,users,exec 0 0
# Added by KNOPPIX
/dev/hda7 /mnt/hda7 auto noauto,rw,users,exec 0 0
# Added by KNOPPIX
/dev/hda8 /mnt/hda8 auto noauto,rw,users,exec 0 0

Now I can move files anywhere, even to my windows partitions. They are fat32 and not ntfs.
Thanks Crashed.