OK, I was a little too euphoric.

I figured that not all of my changes that I made in the taskbar have been taken over to the new iso.
I deleted the "window list" in my taskbar and replaced it with a link to a script myscript.sh that I put into /usr/sbin/myscript.sh
I changed the Icon and made it start when the user knoppix klicks on it.
But after I build my custon knoppix, I just get a gear icon instead of the one I choosed and the following message:

"The desktop entry file /home/knoppix/.kde/share/apps/kicker/myscript.sh.desktop has no Typ2=... entry.

So I decided to look up the KDE page to get things working in my /etc/skel/.kde/share/apps/kicker/ directory. And I found the myscript.sh.desktop file and edit it like:
----
[Desktop Entry]
Encoding=UTF-8
Icon=kthememgr
Name=MyScript
Name[en_US]=MyScript
Type=Link
URL=/usr/sbin/script.sh
---

I also tried these two ways in my /etc/X11/Xsession.d/45xsession

rsync -Ha --ignore-existing /etc/skel/{.kde*,Desktop} $HOME/ 2>/dev/null
rsync -Ha --ignore-existing /etc/skel/ $HOME/ 2>/dev/null

but that didn't helped me. Does anybody has an idea what I'm missing?

CU
Christian