Then I think what you want to do is keep running Knoppix from CD but save settings and maybe files on the HD.
  • - run Knoppix;
    - click on the chubby little penguin in the lower-left corner;
    - choose Configure;
    - choose Save KNOPPIX Configuration;
    - pick which stuff to save to HD, including All files on the desktop if you like.
This saves a file called configs.tbz, which is all that stuff archived together (with tar) and then compressed (with bzip). In fact, the file doesn't have to be saved to HD - you could put it on floppy or USB too.

The next time you boot Knoppix, use the cheatcode myconfig= and follow it with either the Linux name for the Windows partition or the word scan to make Knoppix look for it. For more info on this option, look on the forum for keywords persistent and settings.

Another way to do it is to go through the first three steps and then choose Create a persistent KNOPPIX home directory. This creates a file knoppix.img, which is a little more of a PITA - you have to decide in advance what size you want it to be (though you can resize it later). Next time you boot, use the cheatcode home= instead of myconfig=.

Hope this helps!

-- Ed