I'm quite new at this, as well, but I think if you are trying to run Knoppix from the CD, and install drivers for your modem, you might have to establish a persistent home directory first -- that's under the configuration menu, (click the little penguin icon on the taskbar)

I don't even know if it's possible to configure a modem under a live CD session

Modems under linux tend to be rather finicky. I spent days trying to get a supposedly linux compatible modem running under Mandrake Linux, and even with a guru's help was only successful when I booted under failsafe mode.

Make sure you have the appropriate Linux driver for your conextant modem: http://www.linuxant.com/drivers/

To change from ordinary user to root, you must open a teminal. That's the little monitor icon on the taskbar. You can assign yourself root privileges by typing 'su' in the terminal window

You will know you are root when the prompt changes from a dollar sign ($) to a number sign (#)

You can check this by typing 'whoami' in the terminal. If the system responds with 'root', you're in!

There are lots of good books and info available. I'm currently finding 'Think Unix' by Jon Lasser quite helpful.

I think there is still a large information gap about Linux/Unix. Some basic information seems difficult to find, or is quickly glossed over by otherwise helpful gurus who have worked in Linux for so long they have forgotten how odd it can be to us confused windoze peasants.

Also, even though google is very helpful, there is a lot of outdated information that can lead to even more confusion. At least for me!