Hi razta,

you're right, the stick should work. I have a flash drive with 32 megs, which I use with Knoppix 3.8.1. Here's what I do:
1. Plug in the flash drive.
2. Power on the computer and boot from Knoppix cd.
3. Right click on the drive symbol "hard disk partition uba1" and select "mount".
4. Right click on the drive symbol again and select "actions --> change read/write mode".
5. Left click on the drive symbol to start Konqueror.

You should now be able to copy files to the drive.

To get more information on the flash drive, open root shell and type

Code:
fdisk -l
and
Code:
mount
If the drive is writeable, mount will return the parameter "rw" for uba1.

One final observation: Some thumb drives are protected against accidental overwriting. Maybe your drive has a small switch. Try setting it to another position.