You have to edit /etc/X11/Xsession.d/45xsession

Line 169 (more or less)

Code:
[Desktop Entry]
Name=KNOPPIX
# Exec=kfmclient openProfile webbrowsing $INDEXFILE
Exec=konqueror --geometry 850x600+85+70 file:$INDEXFILE
Type=Application
Icon=html
Terminal=0
EOF
# ln $HOME/Desktop/KNOPPIX.desktop $HOME/.kde/Autostart/showindex.desktop
fi
I just commented the line where Klaus appends the link to the Autostart directory ( ln $HOME/Desktop/KNOPPIX.desktop $HOME/.kde/Autostart/showindex.desktop) because it is annoying to have to close konqueror every time you boot the CD to work, but I like to keep the desktop icon.

Regards.

Victor Alonso.
http://www.knoppix-es.org