Hi, and welcome to Linux! (If you aren't already discouraged by a lack of reply.... )

Is this just because of the CD ... do I lose any data ... can I still use Windows?
Yes, not if you do it right, and yes. Next question?

Actually, there are a couple of ways to save stuff on your hard drive without having to completely install Knoppix. With one way, you don't even have to shove your Windows installation around to make room.

So there are kind of four levels of using Knoppix - just from the CD, from the CD with small amounts of stuff stored in a file in Windows, creating a partition on the hard drive for Knoppix to store stuff in without installing the system, and making space on the hard drive and fully installing Knoppix.

It depends on what you want to do. Knoppix may not even be the Linux you want to install - it's really just made for running from CD, but it can be installed if you want to. And Windows will still be there - when you boot (or reboot) your computer, you'll get to choose which system to fire up.

What is it about Knoppix that interests you?

-- Ed