IIRC, knoppix mounts the disks read-only (as a precaution against unwanted modifications by a not-so-well-tarined user).
Right click on the icon of the disk that you want to write to and select sth like "write enable" or "remount read-write" - this
might be hidden under a submenu, so look around (I can't test this now and so cannot be more specific -- sorry).

BTW mounting read-only and file permissions are two entirely separate things, you can't change one setting with the other tool.