Try to chmod 777 the directory in which the programs settings are saved.
or u can do this @ boot time... Try something like:

/dev/hdc6 /mnt/E ntfs uid=xxx,gid=xxx,rw,users

in /etc/fstab

uid=user id, and gid= group idea (ussualy 1000 if I remember correctly)
if this doesn't work, try deleting the files that contain the program settings of the specific program...
hopefully afterwards it will create a read/write capable file.. I suspect the knoppix-installer script
blankly copyd the files + their permissions from the cd when installing. =P lol

Can anyone help me with that script though... I posted something on it, bout 2 days ago.