Here are the exact commands I used to download the DVD iso file from ftp.gwdg.de using rsync. From a linux prompt (I was running Cygwin under WinXP), enter

rsync rsync://ftp.gwdg.de/pub/linux/knoppix/dvd/

This produces a directory listing in the form of ls -l. From the listing select the file to download. I wanted the English DVD iso file, so I used

rsync rsync://ftp.gwdg.de/pub/linux/knoppix/dvd/KNOPPIX_V4.0DVD-2005-08-16-EN.iso ~/KNOPPIX/

The only two spaces in this line are after the first 'rsync' and before the '~'. This started the download into a subdirectory /KNOPPIX/. rsync gave no status updates, only a final statement of the size of file transmitted. However, I could use Windows Explorer to check on the file status and saw that it was getting larger all the time. I also used Windows performance monitor to graph the "bytes received/sec" and saw that the file was delivered in clumps.

If you don't use ftp.gwdg.de, be sure to check the file size in the listing from your selected site. It should be 3324309504 bytes. I downloaded a file with the same name from another mirror site, and when I burned it, it turned out to be Mandrake Linux!

The download took about 17 hours using cable internet connection. I then burned a DVD and it works fine.
Good luck