To download from the net & store to HD:
Click on the 'hda1' icon. Konqueror will open showing hda1 (your C drive) in read only mode.
Right Click on the hda1 icon, select 'actions' & change read/write mode to read/write.
Using the same konqueror window, surf to where you want to download the file from & download the file. When asked where to same to, save directly to an address on your Cdrive which will be '/mnt/hda1/My_Documents(or whatever)'.
Should work.
If you have problems:
1. Konqueror won't surf. Shouldn't be a prob, you've already accessed the net from knoppix.
2. hda1 won't mount (ie you can't even read it): try mounting manually: in a terminal, 'sudo mount -rw /dev/hda1'. (You munst be root to mount stuff. sudo makes you root for one command). If it errors saying already mounted, unmount it: 'umount /dev/hda1' (umount is not a misprint, the command is umount not unmount) then try to remount it as above. It may need to be told where to mount: 'sudo mount -rw /dev/hda1 /mnt/hda1'. If there is no /mnt/hda1 folder, use /mnt/test.
I am assuming that this is a winME system as indicated, not winXP. Harry K is correct, you must not direct write to an NTFS filesystem like XP uses. But winME uses a vfat file format which is OK.