one way is to boot with new stick in place.
make a new permanent home.
reboot with new pen not plugged in
when knoppix is fully booted plug in new pen and copy the knoppix.sh and the configs.tbz over to new pen (same dir where the new knoppix.img is).
reboot (again) with new pen (with new home) plugged in and point knoppix there.
plug old pen in and mount it
now you mount the knoppix.img file
Code:
mout -t ext2 /mount/point/to/old/knoppix.img /desired/mount/point -o loop
copy everything from the old to the new home
Code:
 cp -a /desired/mount/point/* /knoppix/home/knoppix/
now unmount the old knoppiximage
Code:
umount /desired/mount/point
reboot with new pen in place and things should be there.
if not let me know.