By default Knoppix opens all partition as read only. This is a design choice made for safety reasons. If the partitions that you want to write to are NTFS, then you cannot. Microsoft is apparently going to great lengths to see to it that Linux can not write to a NTFS partition. If any of the partitions are one of the FAT partition types then you can change the read-only to read/write easily enough.

You may want to read the wiki (found by following the documentation link near the top of the page). The answer to this (and many other questions that you are likely to have) are in it. See the Using FAQ (item #3) for the answer to this issue.