By default a copy (the cp command) will not give you any feedback & will not prompt or let you know that it overwrote a file. So if you did not get any feedback from your sudo cp command, then it was successful and it overwrote the original. To get cp to give you feedback and overwrite warning you need to use the -vi: cp -vi /mnt/hdb2/etc/somenewfile.conf /mnt/hdb2/etc/original.conf

As for running konqueror as root: sudo konqueror

If the copy command was successful then this means that your mouse problem is probably not going to be fixed by copying the XF84Config-4 from a running Knoppix CD to the HD installed Knoppix. You may need to investigate the mouse device either: usually ls -l /dev/psaux or /dev/mouse
or investigate the mouse driver in the XF86Conf-4: usually either IMPS/2 or PS/2

I hope this helps.
James