first of i want to make a few statements.

if you have NOT made a install this could not happen, simple as that.
why?
FIRST
as Knoippix runs from RAM unless you tell it otherwise, EVERYTHING should vanish with a reboot,
or atleast if you power it of and leave it so for a while.
SECOND
Knoppix does not mount your disks unless you tell it to, and then READ ONLY!
YES you CAN remount read/write but that requires you to make an active choise.
same thing with install. there you have to take SEVERAL actions to achive it.

NOW, to your problem.

what exactly did you try when things went wrong?
what is the error you get?
i am confused, this should not happen, nt withpout you (or someone else) making several active choises.