Hi UnderScore,
I'm at a bit of a disadvantage discussing this topic at present because I recently uninstalled my Knoppix 3.8.1 installation and currently have no relevant Knoppix hard-disk installation to refer to. However, I did solve the problem I had which was discussed at

http://www.knoppix.net/forum/viewtopic.php?t=18459

and from memory, if you are logged in with just a console login you can su into root, startx and gain a full root graphical login, which is what
wishkah asked for. There are other ways as well, but as Markus wrote there are security risks to be considered.
Regards,
Mark