Well, I tried pulling the files one-by-one and it prompted if I wanted to recored the contents of the ISO image! Yes!

but I only dragged the biggest ISO image as it immediately started burning a disc. Do I need the MD5 file or the other checksums to boot the disc? I think a medium speed should work and I do not have any rewritable media

Ok, i'll try booting from it!

Edit : Sucess! I'm using firefox from inside Knoppix! I'll be save my settings, browse the web a little and try out some of the games lol.