Thanks for posting the reason why DHCP failed for you. You may very well want to turn it back on, particularly if you don't know why you turned it off. I doubt that there is any good reason to turn it off that can't be resolved another way (paricularly with a Dlink router). With some other routers I have run a mix of static and dynamic IP addresses, but even then I leave dhcp on; with a Dlink router I have never found even static IP's needed. Of course, if you never reboot it's a non-issue; but if you decide that you want to try out different live CD's and/or DVD, or just boot different versions of Knoppix, it would come in handy.

I certainly expect that any CD written in ISO9660 format will be readable with both Knoppix and Windows; but I can't argue against testing it for yourself. You might come across some problems if you have huge file names (greater than 64 characters for example).