Klik is good in some cases.
In most cases you will want to use the standard Debian package managment tools.

Update the system's package lists:
sudo apt-get update

Install synaptic:
sudo apt-get install synaptic

Run synaptic:
sudo synaptic

See this post http://www.knoppix.net/forum/viewtop...?p=83880#83880 where I show someone how to install a program.