I think all you have to do is open the command line and type
Code:
saveconfig
it may require the sudo command before it, but after that, a GUI menu will pop up and walk you through the rest of the steps I believe, I have switched to kanotix on hd install so haven't used that feature in a while, and when I use the livecd on machines away from home, I rarely save config, and just dump files onto a thumbdrive, but the GUI should give you an option which drive and partition to save onto. then at the next boot you would type
Code:
knoppix myconfig=/mnt/drive_where_config_is
OR
Code:
knoppix myconfig=scan