Knoppix 3.8.x or 3.9 does not have Captive NTFS. Development of Captive NTFS has stalled & seems to not be updated to the latest kernel. Do not attempt to write or delete files using Knoppix without the use of Captive NTFS. Doing so might completely wreck the NTFS filesystem.


WARNING! There is ALWAYS some risk of losing data. Please ALWAYS make sure that you have a working backup of your important data prior to experimenting with ANY new software, no matter if it is Windows, Linux or anything else.

If I recall correctly Knoppix 3.7 does have captive NTFS. It is not available on many of the mirrors but you can find it here.
http://ftp.tpnet.pl/vol/d6/knoppix/