What version of Knoppix are you running? Are you running from CD or has it been installed to the hard drive?

Starting with Knoppix 3.8 Cebit Edition, Knoppix uses a feature UnionFS to allow modification to a running read-only CDROM based filesystem. This means that you can install or remove packages/programs on a Knoppix CD. Prior to Knoppix 3.8 this was only possible for those packages that install to the users home directory or if the user uses a package installer like Klik. Knoppix version 3.8 Cebit Edition, 3.8.1, 3.8.2 and 4.0 have a working stable version of UnionFS. Knoppix 3.9 does not and if you try to install a package, it will probably crash the system.