I lied. Sorry.

I’ve recently got a Knoppix live CD from my teacher. Let me start off by saying that it’s great, but there’s just on problem. I’m too new at this. I know it will take time and effort and for my part I’m willing to give it both, but there’s one thing that I can’t seem to get around. I can’t seem to figure out how to get Knoppix to go into messenger. Yahoo, MSN (although msn I found out is not compatible with Linux), ICQ seem to give me problems each time I try install it. I can’t remember the name of the error, but I know that it doesn’t recognize the files installed and asks you to use a program that it doesn’t have.
I was wondering, is this because it runs of the system RAM, am I way off? Is there a way to fix this? If this question has been answered before can you please direct to the right direction. For anyone willing to help me out thank you very much.