From the Hd Install HowTo at http://www.knoppix.net/wiki/Hd_Install_HowTo:
You should get Knoppix version 3.4 or later and type sudo knoppix-installer in the shell if you want to do this. Please ALWAYS make sure that you have a working backup of your important data prior to experimenting with ANY new software, no matter if Windows, Linux or anything else. Have a look here for more info about sudo.

In knoppix-installer, arrow keys move focus and space bar selects options.

Note: Do not use "knx-hdinstall" anymore. "knx-hdinstall" is no longer maintained, use "knoppix-installer" instead.