Commenting out UNSTABLE, TESTING and EXPERIMENTAL url's in sources.lst worked to install all KDE screensavers without a big download, after an apt-get update.

Another way to solve installation problems under Knoppix 4.0.2 will be to add other sources to source.lst. For example, I wanted to install digikam, but there were unresolved dependencies, I guess because I was using only the STABLE branch. I could finally install digikam when I found a different source from http://www.apt-get.org through their search script.