If you are running knoppix in live mode try to put in the usb key once kde is loaded, a usb icon should appear automatically on the desktop. If you have an hdinstall try to put this entry in fstab:
/dev/uba1 /pen vfat noauto,users,exec,noatime,umask=000 0 0 -->kernel 2.6
/dev/sda1 /mnt/sda1 vfat noauto,users,exec,noatime,umask=000 0 0 -->kernel 2.4