My advice would be to not download any files from a mirror site, use BitTorrent. For a more complete answer to this question read the entire FAQ referenced in answer #1.

It is important to get the numbers right, and will be even more important when there is a version 5.1. The newest Knoppix version is named 5.0.1. And if you just call this version 5 there will be more confusion, .

Not everyone is happy with 5.0.1, some people have gone back to 4.02. Which is better for you will have to be your own call. But I would actually suggest that you might be better off starting with 4.02, and later try 5.0.1 if a newer version isn't available by then.

Do read all of the Downloading FAQ, we find it covers many problems that first time users hit over and over if they don't read it.