Hi,

I am also new to knoppix, so for the first question I cannot explain more but may be we have some script for setting up DSL connection in the knoppix menu..

For the second question, it is not possible to write on CD, and you cannot save your work between the boots unless you make persistent home directory, for that also we have an option in the penguin (knoppix) menu.. for persistent home dicrectory you can also give your windows partition to save a file and nothing bad will happen to your windows partition.

and you can boot with cheatcode

:knoppix home=/mnt/(partition name in linux style like -- hda2 , hdb4 etc)

to restore all your saved files and also settings.