If you don't have internet access with Knoppix, you can download the packages manually with another OS that has internet access (maybe from http://packages.debian.org/ or various open source projects). You have to download the .deb file and boot your PC into Knoppix. Open a command line, switch with cd to the folder with the deb package and type

sudo dpkg -i packagename.deb

Jokers are allowed:

sudo dpkg -i package*.deb

installs all files that start with "package".
dpkg could cancel without complete installation. In this case it shows you some other packages that are required to install the package you want.

If you download a debian package, all packages that are required to install the selected package are listed on the package's description page and marked with a red dot . There are usually more packages listed than you need because most of them are already installed. Your only chance is to download the main package and wait for errors.

You need to download these packages (are called "depending packages" or so) in order to complete the installation. You can put all packages in one line to install faster, for example

sudo dpkg -i required1.deb required2.deb packagename.deb

Be sure to install all required packages before the main package.