This Knoppix live cd thing its Linux which i can run when i boot my Comp
all without installing the Program????
Yes it is. It runs from cd without installing the program. For most of the people, software included in this cd is sufficient enough for them doing daily work.

nevar been a big fan of linux but now i thought why not give it a shot if it works for me and if i am happy with it ill buy a copy of the OS but at the moment im downloading the knoppix when im finished i should burn it as a bootable Disc???? (Nero Smart Start) just a little help needed here guys thanks appreciate it..
You'll going to be a linux big fan after you try this cd. I know I did.
Download knoppix with xxxxx-EN.iso if you speak english.
If using nero, don't choose burn as bootable cd but choose burn image file....because iso is an image.
Make sure your bios is set to boot from cd as first priority.

Later if you get familiar with knoppix, you can install it to your harddisk.