If you are using Knoppix as a LiveCD with a PMI then you can use klik. If you have a hard drive install of Knoppix, then it is essentially Debian. Forgive me if I am telling you something you already know. Debian has thousands of programs available for you to install http://www.debian.org/distrib/packages. You do not need to download, compile and install from the source code (untar, ./configure, make, make install). Debian's package system, when properly configured, allows you to add/remove/update software programs quite easily. The program apt-get is a command line package management tool http://newbiedoc.sourceforge.net/sys...get-intro.html. There is also graphical tools called synaptic and kpackage. Google should be able to provide you with some HOWTOs or guides to the Debian package system.
I hope this helps.
James