I click the penquin and then choose Root Shell and the Konsole opens and I typed some of your commands and nothing happens...it goes to an empty line.
I don't know what you are doing, but usually when a command is run in a terminal and it goes to an empty line it means the command succeeded without errors.
It doesn't mean that nothing happened.
This should apply to the following
# modprobe usb-storage
#mkdir /mnt/sda1
#mount -t vfat /dev/sda1 /mnt/sda1
#mount -o uid=knoppix -t vfat /dev/sda1 /mnt/sda1

I tend to su into root when running from a knoppix shell, but I doubt this is any different to clicking on the penguin icon as you describe. Maybe the lack of a root password when running from the liveCD has some effect I am unaware of regarding clicking on the penguin icon to get to a root shell.