Yes, if you create a persistent image on the hard disk on the bracket, you can install new packages to your Knoppix and they will be available in future sessions. I am talking about Knoppix 5.0.1 here. Wine is already on the Knoppix CD. But unfortunately I have no experience with VMware so I don't know whether it can be done or not.

I have installed many Debian packages on a persistent image without problems, but I have encountered problems with some packages. This is because Knoppix is a highly customised set of interlocking components like a jigsaw. If you try to install a complicated package which requires lots of dependencies, or it requires upgrading of some other system packages or libraries, then this almost always causes problems. Simple packages on the other hand can be installed and will run smoothly. The only way to know is to try. If it doesn't work, just reboot with the liveCD and start a new persistent image. Not much to loose. For myself, I keep many persistent images. When I install something and Knoppix breaks, I just delete the image and reload my last good one.

If you do a hard disk install and something breaks after you install a new package, it is very hard to roll back and undo. The only way out is the hard way with a fresh install.

Regards.