I set up my partitions beforehand and then used knx-install without a hitch.

Q: Can one also install the distribution from the CD onto a hard drive?

A: In principal, yes (after all, the "master" system also runs on a hard
drive before it is burned to CD). However there is currently no
installation GUI for this, so installation to a hard drive should probably
only be attempted by more knowledgeable Linux users. Assuming the KNOPPIX
system has already booted, installation approximately follows this
procedure:
Is that from an old FAQ, because when I ran knx-install it had a (curses) GUI, and I as a Linux n00b found it very easy to install, simpler that the red-hat installer, which i failed to finish