I am hardly an expert, but I might have the answer.

First look at this thread. Although there is a lot of thrashing around on it, it will show you that to keep bookmarks and such from Firefox, or email from Thunderbird, you have to install Firefox or Thunderbird under /home (correct me if I'm in error, folks). Apparently, if you use Konqueror or other Knoppix programs, the info is automatically stored under /home so this step is not necessary (again, correct me if I'm wrong ).

Also, please note from that thread there is some danger with restored config data writing over persistent home data. Looks like saving config data, esp. the personal and the desktop options, are dangerous this way. They were talking about earlier Knoppix versions, don't know if that problem still exists (but it seems likely, because you have two ways to save the same stuff - dumb!). Looks best to avoid saving config stuff if you can, except that which does not result in anything going back to /home (looks like networks and graphics and "other" options might be OK). I'm guessing if you have a persistent home, any config into dealing with the personal or desktop options that you would have saved with the save config program, will be automatically saved as it is in persistent home.