Don't do it, it's an awful mistake. That version of Knoppix was not intended to be installed to hard disk. There will be issues to resolve.

If you absolutely insist on installing Knoppix over a hard disk based distro like Debian (the distro that KNoppix is built on), then at least use the new 5.0.1 release of Knoppix. Klaus (the primary author) say that this version is finally ready for hard disk install. The jury may still be out (we've had the release for less than 24 hours), we just don't know yet if there will be problems, and I'm not sure there is any reason to install a Live CD rather than a hard disk based distro, but if you think that you have to go this route at least don't do it with one that the author says was a version before he stated that Knoppix was suitable for hard disk install.