I just checked and the boot.img on my copy (2003-04-15) is in english, so I'm not sure which version you have but you may have downloaded the german ISO.

You can save your settings to a floppy, HD (no NTFS partitions though), USB drive or stick and I believe a couple of other ways. There are options for this off the knoppix menu in KDE.

You could save to the floppy for your documents but I would suggest getting either a memory stick or usb drive. With the best option being a stick it gets recognized as a HD and you could use the persistant home to save any changes you make to KDE, network settings, e-mail settings, etc... plus room left over for your files and it all fits in your shirt pocket nothing better than that.