If I change /etc/udev/knoppix.rules to use my userid and group, rather than "-u knoppix -g knoppix", then clicking on the icon works. Otherwise, the mount fails because of the userid and group of "knoppix".

When I am running from the Knoppix CD, it works because the user is "knoppix". I think that the knoppix-install script overlooked changing this the knoppix.rules file.