If running that penguin network configuration utility didn't work for you (as it didn't work for me), then here's something else you could try (assuming you're using Knoppix 4.0 as I am).

First, you need to find out which driver your wireless network card is using. On my wife's HP Pavillion ze4800 laptop, XP lists the wireless network card as a HP WLAN 54g W450. Because I wasn't familiar with that card, I did some more research. I checked out <http://www.linuxlaptops.com>, clicked on Laptops&Notebooks (which lead me to <http://tuxmobil.org/mylaptops.html>). Next, clicked on HP, followed several links until I found an example with a model similar to my wife's laptop. From that example, I learned that one could use ndiswrapper to even load the XP driver (bcmwl5.sys).

Athough I didn't come across a "cookbook recipe" for how to set up my wireless card, I at least learned that someone got it to work--and that was enough information to inspire me to hack together a recipe for myself. This is what I use:
mount -t ntfs -o ro /dev/hda1 /mnt/hda1
(_x=`find /mnt/hda1/WINDOWS ! -type d -iname 'bcmwl5.sys'` && cp -v $_x `echo $_x | sed 's#[^/]*$##'`../BC* ./)
cp -v `find /mnt/hda1/WINDOWS ! -type d -iname '*.inf' -exec grep -il 'bcmwl5.sys' {} \;` ./
ndiswrapper -i oem1.inf
ndiswrapper -l
modprobe -a ndiswrapper
iwconfig
pump -i wlan0
This copies BCMWL5.SYS, BCMWLD2K.EXE, BCMWLU00.EXE, and oem1.inf into ~root/. I learned through trial-and-error that all of these files had to be in the same directory (unfortunately, ndiswrapper won't work with sym-links to those files). If, after having invoked iwconfig, you notice that the essid of your wireless network card is still unset, then you'll also need to run the following:
iwlist wlan0 scan
iwconfig wlan0 essid 'YOUR_ESSID'
Where wlan0 is the name of your wireless network interface, and 'YOUR_ESSID' is your essid.

I hope this helps.