You installed Knoppix 3.9 to the HD and now its is not running off the CD? Then unless you already have done so, you will need to fix the networking. There is a bug documented as #15 http://www.knoppix.net/wiki/Bugs/3.9-2005-05-27 and can be resolved by entering the command as root user:
ln -s /etc/init.d/ifupdown-clean /etc/rcS.d/S18ifupdown-clean

This bug is known to make Knoppix boot and load up very slowly. A reboot should indicate if it hasd been resolved.