If you don't want to use cmg then don't, simply copy everything from /tmp/klik to your Desktop to get all the applications on your Desktop in AppDirs (or you could put them somewhere else), then you could delete the cmg files. You can only do this before you reboot or something else cleans the /tmp directory.

Decide you want the cmg file back again? Then run (lets assume the package you klik installed is called trickpack)
Code:
mkfs.cramfs -v "~/Desktop/trickpack/" "~/Desktop/trickpack.cmg"
Want to make some changes to the AppDir and repackage it as a new cmg? You could do something like
Code:
dpkg -x trickpack-data.deb ~/Desktop/trickpack/
and then repeast the above mkfs line to build a new cmg!

While you a running a cmg, you should be able to find the contents of the AppDir again in /mnt/app/N where N is the lowest free number that was available when you ran it. Supposing trickpack is the only cmg you are running and have run then you could do:
Code:
mkdir ~/Desktop/trickpack && cp -a /mnt/app/1/* ~/Desktop/trickpack
Otherwise (once you are not already using 7 apps) you could do (on kanotix/knoppix anyway)
Code:
ln -s /mnt/app/7/image ~/Desktop/trickpack.cmg && mount /mnt/app/7 && mkdir ~/Desktop/trickpack && cp -a /mnt/app/7/* ~/Desktop/trickpack && umount /mnt/app/7 && rm /mnt/app/7/image
Finally I'll re-emphasise what probono has said, you need to have a home directory which has had klik installed in it since the latest changes to the klik install (no harm installing again) as this gives you the klik client and the setup to run the cmg files AND you must also have a correct /etc/fstab, you can use a config script to easily add the required lines to /etc/fstab on each reboot, if you are on a hard disk installed system then your /etc/fstab should retain the changes once you've made them.

EDIT

Knew there was more, to run an progrom from the command line you can do (to run the trickserve binary in the trickpack cmg with arguments)
Code:
~/.zAppRun ~/Desktop/trickpack.cmg trickserve -c=./trick.conf