if you are using the live cd and not an hd install, put sudo in front of commands for your case I would try changing to the directory that holds the application you wish to execute and on the command line typing
Code:
sudo chmod 555 name_of_the_app.out
or if you are trying to execute the file from the gui, right click on it, click Properties select the Permissions tab and check the is executable checkbox . I can't be sure if the problem you are reporting is related to the types of programs you are trying to execute, are they .exe files? if so you need to use WINE which comes included on knoppix, it will allow you to run many windows executables, if it is a .net framework .exe file, you will need to download mono the linux implementation of the .net framework. The cheat codes, well I assume that you mean you didn't understand the syntax as it was laid out in the wiki page so here is an example, hopefully seeing it in one line away from the main body of text will make it easier for you to see

This one from the wiki:
Code:
knoppix xvrefresh=60 noscsi floppyconfig
so do it like this
knoppix the cheat code and its options